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| lg-package | 'lg': A package for calculating the local Gaussian correlation in multivariate applications. |
| accept_reject | Generate sample from a conditional density estimate |
| bw_select | Bandwidth selection for local Gaussian correlation. |
| bw_select_cv_bivariate | Cross-validation for bivariate distributions |
| bw_select_cv_trivariate | Cross-validation for trivariate 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 |
| bw_simple | Create simple bandwidth object |
| check_bw_bivariate | Check bandwidth vector |
| check_bw_method | Check bw method |
| check_bw_trivariate | Check bandwidth vector |
| 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" |
| ci_test | Test for conditional independence |
| ci_test_statistic | Calculate the value of the test statistic for the conditional independence test |
| clg | The locally Gaussian conditional density estimator |
| cont_test | Test for financial contagion |
| corplot | Plot 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 |
| dlg_trivariate | Trivariate density estimation |
| dmvnorm_wrapper | Wrapper for 'dmvnorm' |
| dmvnorm_wrapper_single | Wrapper for 'dmvnorm' - single point |
| gradient | Auxiliary function for calculating the asymptotic standard deviations for the local Gaussian correlations |
| ind_test | Independence tests |
| ind_teststat | Function that calculates the test statistic in the independence tests. |
| interpolate_conditional_density | Interpolate a univariate conditional density function |
| lg | 'lg': A package for calculating the local Gaussian correlation in multivariate applications. |
| lg_main | Create an 'lg' object |
| local_conditional_covariance | Calculate the local conditional covariance between two variables |
| make_C | Auxiliary function for calculating the asymptotic standard deviations for the local Gaussian correlations |
| mvnorm_eval | Evaluate the multivariate normal |
| partial_cor | Calculate the local Gaussian partial correlation |
| replicate_under_ci | Bootstrap replication under the null hypothesis |
| 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 Tjøstheim (2017) for details. |
| u | Auxiliary function for calculating the local score function u |