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Locally Gaussian Distributions

Installation

About

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.

Key Metrics

Version 0.4.1
R ≥ 3.4
Published 2019-12-05 1606 days ago
Needs compilation? no
License GPL-3
CRAN checks lg results

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Maintainer

Maintainer

Håkon Otneim

hakon.otneim@nhh.no

Authors

Håkon Otneim

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

lg archive

Depends

R ≥ 3.4

Imports

mvtnorm
localgauss
logspline
ggplot2
ks
np
tseries

Suggests

testthat