localgauss

MaRDI QIDQ26430swMATHCRANFDO

Authors Tore Selland Kleppe

Last update 6 October 2021

Copyright license GNU General Public License, version 2.0

Software version identifier 0.41

Official website https://cran.r-project.org/web/packages/localgauss/index.html

Source code repository https://github.com/cran/localgauss

Cites work

• Local Gaussian correlation: A new measure of dependence

Cited in

(9)

• Local Gaussian Autocorrelation and Tests for Serial Independence
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• Nonlinear Spectral Analysis: A Local Gaussian Approach
• Recognizing and visualizing copulas: an approach using local Gaussian approximation
• quantilogram
• lg
• Some properties of local Gaussian correlation and other nonlinear dependence measures
• Local Gaussian correlations in financial and commodity markets
• Pairwise local Fisher and naive Bayes: improving two standard discriminants

This page was built for software: localgauss