Package: localgauss
Type: Package
Title: Estimating Local Gaussian Parameters
Version: 0.40
Date: 2016-11-14
Author: Tore Selland Kleppe <tore.kleppe@uis.no>
Maintainer: Tore Selland Kleppe <tore.kleppe@uis.no>
Depends: MASS, foreach, matrixStats
Description: 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>.
License: GPL-2
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2016-11-14 12:03:58 UTC; torekleppe
Repository: CRAN
Date/Publication: 2016-11-14 23:02:36
