Locally Gaussian Distributions: Estimation and Methods

Documentation for package ‘lg’ version 0.1.0

lg-package	'lg': A package for calculating the local Gaussian correlation in multivariate applications.
bw_select	Bandwidth selection for local Gaussian correlation.
bw_select_cv_bivariate	Cross-validation for bivariate 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
check_bw_bivariate	Check bandwidth vector
check_bw_method	Check bw method
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"
clg	The locally Gaussian conditional density estimator
corplot	Plot unconditional 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
dmvnorm_wrapper	Wrapper for 'dmvnorm'
dmvnorm_wrapper_single	Wrapper for 'dmvnorm' - single point
lg	'lg': A package for calculating the local Gaussian correlation in multivariate applications.
lg_main	Create an 'lg' object
mvnorm_eval	Evaluate the multivariate normal
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 Tj�stheim (2017) for details.