localgauss

Estimating Local Gaussian Parameters

Computational routines for estimating local Gaussian parameters. Local Gaussian parameters are useful for characterizing and testing for non-linear dependence within bivariate data. See e.g. Tjostheim and Hufthammer, Local Gaussian correlation: A new measure of dependence, Journal of Econometrics, 2013, Volume 172 (1), pages 33-48 <DOI:10.1016/j.jeconom.2012.08.001>.

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Package
localgauss
Type
Package
Title
Estimating Local Gaussian Parameters
Version
0.40
Date
2016-11-14
Author
Tore Selland Kleppe
Maintainer
Tore Selland Kleppe
Depends
MASS, foreach, matrixStats
Description
Computational routines for estimating local Gaussian parameters. Local Gaussian parameters are useful for characterizing and testing for non-linear dependence within bivariate data. See e.g. Tjostheim and Hufthammer, Local Gaussian correlation: A new measure of dependence, Journal of Econometrics, 2013, Volume 172 (1), pages 33-48 .
License
GPL-2
LazyLoad
yes
NeedsCompilation
yes
Packaged
2016-11-14 12:03:58 UTC; torekleppe
Repository
CRAN
Date/Publication
2016-11-14 23:02:36

install.packages('localgauss')

0.40

a year ago

Tore Selland Kleppe

GPL-2

Depends on

MASS, foreach, matrixStats

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