Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation

Quantifying non-linear dependence structures between two random variables is a challenging task. There exist several bona-fide dependence measures able to capture the strength of the non-linear association, but they typically give little information about how the variables are associated. This probl...

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Bibliographic Details
Main Authors: Geir Drage Berentsen, Tore Selland Kleppe, Dag Bjarne Tjøstheim
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2014-02-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2122