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