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.

Version: 0.4.1
Depends: R (≥ 3.4)
Imports: mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries
Suggests: testthat
Published: 2019-12-05
DOI: 10.32614/CRAN.package.lg
Author: Håkon Otneim [aut, cre]
Maintainer: Håkon Otneim <hakon.otneim at nhh.no>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: lg results


Reference manual: lg.pdf


Package source: lg_0.4.1.tar.gz
Windows binaries: r-devel: lg_0.4.1.zip, r-release: lg_0.4.1.zip, r-oldrel: lg_0.4.1.zip
macOS binaries: r-release (arm64): lg_0.4.1.tgz, r-oldrel (arm64): lg_0.4.1.tgz, r-release (x86_64): lg_0.4.1.tgz, r-oldrel (x86_64): lg_0.4.1.tgz
Old sources: lg archive


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