The package lg for the R programming language provides implementations of recent methodological advances on applications of the local Gaussian correlation. This includes the estimation of the local Gaussian correlation itself, multivariate density estimation, conditional density estimation, various tests for independence and conditional independence, as well as a graphical module for creating dependence maps. This paper describes the lg package, its principles, and its practical use.
lg, localgauss, magrittr, dplyr, ggplot2, mvtnorm
Databases, Distributions, Finance, ModelDeployment, Multivariate, Phylogenetics, TeachingStatistics, WebTechnologies
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For attribution, please cite this work as
Otneim, "The R Journal: lg: An R package for Local Gaussian Approximations", The R Journal, 2021
BibTeX citation
@article{RJ-2021-079,
author = {Otneim, Håkon},
title = {The R Journal: lg: An R package for Local Gaussian Approximations},
journal = {The R Journal},
year = {2021},
note = {https://doi.org/10.32614/RJ-2021-079},
doi = {10.32614/RJ-2021-079},
volume = {13},
issue = {2},
issn = {2073-4859},
pages = {38-56}
}