The R Journal: accepted article

This article will be copy edited and may be changed before publication.

lg: An R package for Local Gaussian Approximations PDF download
Håkon Otneim

Abstract The package lg for the R programming language provides implementations of recent methodological advances on applications of the local Gaussian correlation. This includes 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
CRAN packages: lg, localgauss, magrittr, dplyr, ggplot2, mvtnorm
CRAN Task Views implied by cited CRAN packages: Databases, Distributions, Finance, Graphics, ModelDeployment, Multivariate, Phylogenetics, TeachingStatistics, WebTechnologies

CC BY 4.0
This article is licensed under a Creative Commons Attribution 4.0 International license.

  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 = {}