lg

Locally Gaussian Distributions: Estimation and Methods

An implementation of locally Gaussian distributions. It provides methods for implementing locally Gaussian multivariate density estimation, conditional density estimation, various independence tests for iid and time series data, a test for conditional independence and a test for financial contagion.

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Description file content

Package
lg
Title
Locally Gaussian Distributions: Estimation and Methods
Version
0.4.1
Description
An implementation of locally Gaussian distributions. It provides methods for implementing locally Gaussian multivariate density estimation, conditional density estimation, various independence tests for iid and time series data, a test for conditional independence and a test for financial contagion.
Depends
R (>= 3.4)
License
GPL-3
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.1
Suggests
testthat
Imports
mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries
NeedsCompilation
no
Packaged
2019-12-05 11:05:29 UTC; hakon
Author
Håkon Otneim [aut, cre]
Maintainer
Håkon Otneim
Repository
CRAN
Date/Publication
2019-12-05 12:40:02 UTC

install.packages('lg')

0.4.1

10 days ago

Håkon Otneim

GPL-3

Depends on

R (>= 3.4)

Imports

mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries

Suggests

testthat

Discussions