Locally Gaussian Distributions: Estimation and Methods
Overview
An implementation of locally Gaussian distributions. It provides methods for implementing locally Gaussian multivariate density estimation, conditional density estimation, various independence tests for iid and time series data, a test for conditional independence and a test for financial contagion.
- Fixed small bug causing error in r-devel
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 40includes a package overview page
- Examples that run
- 82%14 run in a plain check · 3 never run
- Exported functions with examples
- 89%
- Documented parameters
- 88%
- Return-value docs
- 79%
- Help pages citing references
- 35%
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.4.1Latest
- 0.4.0
- RR 3.6.0 released · 2019-04-26
- 0.3.0
- 0.2.0
- RR 3.5.0 released · 2018-04-23
- 0.1.02017-12-05
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-12-05
- Total releases
- 5 / 9 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4
- Download size
- 57 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("lg")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.