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 |