hotneim/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 |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.4.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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