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.
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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