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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Package details

AuthorHåkon Otneim [aut, cre]
MaintainerHåkon Otneim <hakon.otneim@nhh.no>
Package repositoryView on CRAN
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lg documentation built on Dec. 5, 2019, 5:13 p.m.