localgauss (0.40)

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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 .

Maintainer: Tore Selland Kleppe
Author(s): Tore Selland Kleppe <tore.kleppe@uis.no>

License: GPL-2

Uses: foreach, MASS, matrixStats

Released over 3 years ago.

6 previous versions



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