R: Locally Gaussian Distributions: Estimation and Methods

# Locally Gaussian Distributions: Estimation and Methods

## Documentation for package ‘lg’ version 0.4.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

lg-package | 'lg': A package for calculating the local Gaussian correlation in multivariate applications.
accept_reject | Generate sample from a conditional density estimate
bw_select | Bandwidth selection for local Gaussian correlation.
bw_select_cv_bivariate | Cross-validation for bivariate distributions
bw_select_cv_trivariate | Cross-validation for trivariate distributions
bw_select_cv_univariate | Cross-validation for univariate distributions
bw_select_plugin_multivariate | Plugin bandwidth selection for multivariate data
bw_select_plugin_univariate | Plugin bandwidth selection for univariate data
bw_simple | Create simple bandwidth object
check_bw_bivariate | Check bandwidth vector
check_bw_method | Check bw method
check_bw_trivariate | Check bandwidth vector
check_data | Check the data and grid
check_dmvnorm_arguments | Check the arguments for the 'dmvnorm_wrapper' function
check_est_method | Check estimation method
check_lg | Check that an object has class "lg"
ci_test | Test for conditional independence
ci_test_statistic | Calculate the value of the test statistic for the conditional independence test
clg | The locally Gaussian conditional density estimator
cont_test | Test for financial contagion
corplot | Plot local correlation maps
dlg | The locally Gaussian density estimator (LGDE)
dlg_bivariate | Bivariate density estimation
dlg_marginal | Marginal density estimation
dlg_marginal_wrapper | Marginal estimates for multivariate data
dlg_trivariate | Trivariate density estimation
dmvnorm_wrapper | Wrapper for 'dmvnorm'
dmvnorm_wrapper_single | Wrapper for 'dmvnorm' - single point
gradient | Auxiliary function for calculating the asymptotic standard deviations for the local Gaussian correlations
ind_test | Independence tests
ind_teststat | Function that calculates the test statistic in the independence tests.
interpolate_conditional_density | Interpolate a univariate conditional density function
lg | 'lg': A package for calculating the local Gaussian correlation in multivariate applications.
lg_main | Create an 'lg' object
local_conditional_covariance | Calculate the local conditional covariance between two variables
make_C | Auxiliary function for calculating the asymptotic standard deviations for the local Gaussian correlations
mvnorm_eval | Evaluate the multivariate normal
partial_cor | Calculate the local Gaussian partial correlation
replicate_under_ci | Bootstrap replication under the null hypothesis
trans_normal | Transform the marginals of a multivariate data set to standard normality based on the logspline density estimator (Kooperberg and Stone, 1991). See Otneim and Tjøstheim (2017) for details.
u | Auxiliary function for calculating the local score function u