Man pages for lg
Locally Gaussian Distributions: Estimation and Methods

accept_rejectGenerate sample from a conditional density estimate
bw_selectBandwidth selection for local Gaussian correlation.
bw_select_cv_bivariateCross-validation for bivariate distributions
bw_select_cv_trivariateCross-validation for trivariate distributions
bw_select_cv_univariateCross-validation for univariate distributions
bw_select_plugin_multivariatePlugin bandwidth selection for multivariate data
bw_select_plugin_univariatePlugin bandwidth selection for univariate data
bw_simpleCreate simple bandwidth object
check_bw_bivariateCheck bandwidth vector
check_bw_methodCheck bw method
check_bw_trivariateCheck bandwidth vector
check_dataCheck the data and grid
check_dmvnorm_argumentsCheck the arguments for the 'dmvnorm_wrapper' function
check_est_methodCheck estimation method
check_lgCheck that an object has class "lg"
ci_testTest for conditional independence
ci_test_statisticCalculate the value of the test statistic for the conditional...
clgThe locally Gaussian conditional density estimator
cont_testTest for financial contagion
corplotPlot local correlation maps
dlgThe locally Gaussian density estimator (LGDE)
dlg_bivariateBivariate density estimation
dlg_marginalMarginal density estimation
dlg_marginal_wrapperMarginal estimates for multivariate data
dlg_trivariateTrivariate density estimation
dmvnorm_wrapperWrapper for 'dmvnorm'
dmvnorm_wrapper_singleWrapper for 'dmvnorm' - single point
gradientAuxiliary function for calculating the asymptotic standard...
ind_testIndependence tests
ind_teststatFunction that calculates the test statistic in the...
interpolate_conditional_densityInterpolate a univariate conditional density function
lg'lg': A package for calculating the local Gaussian...
lg_mainCreate an 'lg' object
local_conditional_covarianceCalculate the local conditional covariance between two...
make_CAuxiliary function for calculating the asymptotic standard...
mvnorm_evalEvaluate the multivariate normal
partial_corCalculate the local Gaussian partial correlation
replicate_under_ciBootstrap replication under the null hypothesis
trans_normalTransform the marginals of a multivariate data set to...
uAuxiliary function for calculating the local score function u
lg documentation built on Dec. 5, 2019, 5:13 p.m.