lg (0.4.0)

Locally Gaussian Distributions: Estimation and Methods.

http://cran.r-project.org/web/packages/lg

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.