localgauss: Estimating Local Gaussian Parameters

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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 <DOI:10.1016/j.jeconom.2012.08.001>.

Author
Tore Selland Kleppe <tore.kleppe@uis.no>
Date of publication
2016-11-14 23:02:36
Maintainer
Tore Selland Kleppe <tore.kleppe@uis.no>
License
GPL-2
Version
0.40

View on CRAN

Man pages

localgauss
local Gaussian parameters
localgauss.indtest
Pointwise Independence test based on local Gaussian...

Files in this package

localgauss
localgauss/inst
localgauss/inst/obfun_dv.msg
localgauss/inst/Makefile
localgauss/inst/CITATION
localgauss/inst/tapenadehtml
localgauss/inst/tapenadehtml/obfun.html
localgauss/inst/tapenadehtml/lgobfun_p.html
localgauss/inst/tapenadehtml/loggausspdf_dv_p.html
localgauss/inst/tapenadehtml/lgobfun_dv_dv.html
localgauss/inst/tapenadehtml/lgobfun_dv_cd.html
localgauss/inst/tapenadehtml/tapenade.css
localgauss/inst/tapenadehtml/lgobfun_dv.html
localgauss/inst/tapenadehtml/danger.gif
localgauss/inst/tapenadehtml/lgobfun_dv_p.html
localgauss/inst/tapenadehtml/obfun_dv_dv.html
localgauss/inst/tapenadehtml/tapenade.html
localgauss/inst/tapenadehtml/diffsizes_p.html
localgauss/inst/tapenadehtml/loggausspdf_dv_cd.html
localgauss/inst/tapenadehtml/loggausspdf_dv_dv.html
localgauss/inst/tapenadehtml/empty.html
localgauss/inst/tapenadehtml/diffsizes_dv.html
localgauss/inst/tapenadehtml/callgraph.html
localgauss/inst/tapenadehtml/obfun_dv.html
localgauss/inst/tapenadehtml/msg.html
localgauss/inst/tapenadehtml/fortranStyle.css
localgauss/inst/tapenadehtml/loggausspdf_dv.html
localgauss/inst/tapenadehtml/loggausspdf_p.html
localgauss/inst/tapenadehtml/callgraphdiff.html
localgauss/inst/tapenadehtml/CStyle.css
localgauss/inst/obfun_dv_dv.msg
localgauss/inst/obfun_dv_dv.f90
localgauss/inst/obfun_dv.f90
localgauss/src
localgauss/src/Makevars
localgauss/src/main.f90
localgauss/src/obfun_dv_dv.f90
localgauss/src/obfun.f90
localgauss/src/obfun_dv.f90
localgauss/NAMESPACE
localgauss/R
localgauss/R/localgauss.R
localgauss/MD5
localgauss/DESCRIPTION
localgauss/man
localgauss/man/localgauss.indtest.Rd
localgauss/man/localgauss.Rd