Description: The "Manual on Low-flow Estimation and Prediction", published by
the World Meteorological Organisation (WMO), gives a comprehensive summary on
how to analyse stream flow data focusing on low-flows. This packages provides
functions to compute the described statistics and produces plots similar to the
Depends: R (>= 2.10), xts, lmom, lattice
Imports: lmomRFA, dygraphs, zoo, latticeExtra, plyr

person("Tobias", "Gauster", role = c("ctb", "cre"), email = "t.gauster@gmail.com"),
person("Gregor", "Laaha", role = "aut", email = "gregor.laaha@boku.ac.at", comment = c(ORCID = "0000-0002-6793-9640")),
person("Daniel", "Koffler", role = "aut", email = "daniel.koffler@boku.ac.at")
Description: The "Manual on Low-flow Estimation and Prediction" (Gustard & Demuth (2009, ISBN:978-92-63-11029-9)), published by the World Meteorological Organisation, gives a comprehensive summary on how to analyse stream flow data focusing on low-flows. This packages provides functions to compute the described statistics and produces plots similar to the ones in the manual.
Imports: lmomRFA, dygraphs, zoo, latticeExtra, plyr, scales

Title: Locally Gaussian Distributions: Estimation and Methods
Authors@R: person("Håkon", "Otneim", email = "hakon.otneim@nhh.no", role = c("aut", "cre"))
Description: 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>.
Imports: mvtnorm, localgauss, logspline, ggplot2, ks

implementing the locally Gaussian density estimator (LGDE) by Otneim and Tjøstheim (2017)
density functions by Otneim and Tjøstheim (2018) <doi:10.1007/s11222-017-9732-z>.

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

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.