lg (0.4.0)

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.

Maintainer: Hkon Otneim
Author(s): Hkon Otneim [aut, cre]

License: GPL-3

Uses: ggplot2, ks, localgauss, logspline, mvtnorm, np, tseries, testthat

Released 3 months ago.