localgauss
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, 2013, Volume 172 (1), pages 33-48 <DOI:10.1016/j.jeconom.2012.08.001>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.41 |
rolling linux/jammy R-4.5 | localgauss_0.41.tar.gz |
81.7 KiB |
0.41 |
rolling linux/noble R-4.5 | localgauss_0.41.tar.gz |
82.2 KiB |
0.41 |
rolling source/ R- | localgauss_0.41.tar.gz |
55.4 KiB |
0.41 |
latest linux/jammy R-4.5 | localgauss_0.41.tar.gz |
81.7 KiB |
0.41 |
latest linux/noble R-4.5 | localgauss_0.41.tar.gz |
82.2 KiB |
0.41 |
latest source/ R- | localgauss_0.41.tar.gz |
55.4 KiB |
0.41 |
2026-04-26 source/ R- | localgauss_0.41.tar.gz |
55.4 KiB |
0.41 |
2026-04-23 source/ R- | localgauss_0.41.tar.gz |
55.4 KiB |
0.41 |
2026-04-09 windows/windows R-4.5 | localgauss_0.41.zip |
335.5 KiB |
0.41 |
2025-04-20 source/ R- | localgauss_0.41.tar.gz |
55.4 KiB |