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localgauss  

Estimating Local Gaussian Parameters
View on CRAN: Click here


Download and install localgauss package within the R console
Install from CRAN:
install.packages("localgauss")

Install from Github:
library("remotes")
install_github("cran/localgauss")

Install by package version:
library("remotes")
install_version("localgauss", "0.41")



Attach the package and use:
library("localgauss")
Maintained by
Tore Selland Kleppe
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-12-04
Latest Update: 2021-10-06
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 .
How to cite:
Tore Selland Kleppe (2012). localgauss: Estimating Local Gaussian Parameters. R package version 0.41, https://cran.r-project.org/web/packages/localgauss. Accessed 11 Jun. 2026.
Previous versions and publish date:
0.3 (2012-12-04 13:30), 0.31 (2012-12-27 14:02), 0.32 (2013-04-29 11:42), 0.33 (2014-02-10 11:43), 0.34 (2014-12-09 10:28), 0.35 (2016-01-12 12:13), 0.40 (2016-11-14 23:02)
Other packages that cited localgauss R package
View localgauss citation profile
Other R packages that localgauss depends, imports, suggests or enhances
Complete documentation for localgauss
Functions, R codes and Examples using the localgauss R package
Some associated functions: localgauss.indtest . localgauss . plot.localgauss . 
Some associated R codes: localgauss.R .  Full localgauss package functions and examples
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