localgauss

cranv0.41

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, 2

License GPL-2strong copyleft0 versions1 maintainers4 deps80 weekly dl
https://CRAN.R-project.org/package=localgauss
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First published · 2021-10-06 15:38:36

Last updated · 2021-10-06T13:00:02+00:00

localgauss — Health Score 36/100 | DepScope