Nothing
localgauss: 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 <DOI:10.1016/j.jeconom.2012.08.001>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Tore Selland Kleppe <tore.kleppe@uis.no> |
| Maintainer | Tore Selland Kleppe <tore.kleppe@uis.no> |
| License | GPL-2 |
| Version | 0.41 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the localgauss package in your browser
Any scripts or data that you put into this service are public.
