Locally Gaussian Distributions: Estimation and Methods
person("Håkon", "Otneim", email = "hakon.otneim@nhh.no", role = c("aut", "cre"))
An implementation of locally Gaussian distributions. It provides methods for
implementing the locally Gaussian density estimator (LGDE) by Otneim and Tjøstheim (2017a)
<doi:10.1007/s11222-016-9706-6>, as well as the corresponding estimator for conditional
density functions by Otneim and Tjøstheim (2017b) <doi:10.1007/s11222-017-9732-z>.
mvtnorm, localgauss, logspline, ggplot2, ks

An implementation of locally Gaussian distributions. It provides methods for
implementing the locally Gaussian density estimator (LGDE) by Otneim and Tjøstheim (2017)
<doi:10.1007/s11222-016-9706-6>, as well as the corresponding estimator for conditional
density functions by Otneim and Tjøstheim (2018) <doi:10.1007/s11222-017-9732-z>.

mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries

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.

Tools for linear grouping analysis (LGA)
Tools for linear grouping analysis. Two user-level functions: gap and lga.

Tools for linear grouping analysis. Three user-level functions: gap, rlga and lga.

Tools for linear grouping analysis. Three user-level
functions: gap, rlga and lga.
Orphaned on 2012-01-10 as maintainer address bounces
and maintainer is untraceable.

Simulation and estimation of log-GARCH models
Simulation and estimation of log-GARCH models.

Simulation and estimation of univariate log-GARCH models, and of the multivariate CCC-log-GARCH(1,1) model. The main functions of the package are lgarchSim, mlgarchSim, lgarch and mlgarch. The first two simulates from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimates a univariate and multivariate log-GARCH model, respectively. In addition, a collection of methods can be applied to objects of both the 'lgarch' and 'mlgarch' types: coef, fitted, logLik, print, residuals and vcov.