The R Journal: article published in 2021, volume 13:2

lg: An R package for Local Gaussian Approximations
Håkon Otneim , The R Journal (2021) 13:2, pages 38-56.

Abstract 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.

Received: 2020-04-04; online 2021-09-20, supplementary material, (unknown)
CRAN packages: lg, localgauss, magrittr, dplyr, ggplot2, mvtnorm
CRAN Task Views implied by cited CRAN packages: Databases, Distributions, Finance, ModelDeployment, Multivariate, Phylogenetics, TeachingStatistics, WebTechnologies

This article and supplementary materials are licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2021-079,
  author = {Håkon Otneim},
  title = {{lg: An R package for Local Gaussian Approximations}},
  year = {2021},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2021-079},
  url = {https://doi.org/10.32614/RJ-2021-079},
  pages = {38--56},
  volume = {13},
  number = {2}
}