Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board

Authors: Geir Drage Berentsen, Tore Selland Kleppe, Dag Bjarne Tjøstheim
Title: [download]
(1218)
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
Reference: Vol. 56, Issue 12, Feb 2014
Submitted 2012-10-19, Accepted 2013-09-11
Type: Article
Abstract:

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 problem has been recognized by several authors and has given rise to the concept of local measures of dependence. A local measure of dependence is able to capture the “local” dependence structure in a particular region. The idea is that the global dependence structure is better described by a portfolio of local measures of dependence computed in different regions than a one-number measure of dependence. This paper introduces the R package localgauss which estimates and visualizes a measure of local dependence called local Gaussian correlation. The package provides a function for estimation, a function for local independence testing and corresponding functions for visualization purposes, which are all demonstrated with examples.

Paper: [download]
(1218)
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
(application/pdf, 1 MB)
Supplements: [download]
(147)
localgauss_0.33.tar.gz: R source package
(application/x-gzip, 47.7 KB)
[download]
(155)
v56i12.R: R example code from the paper
(application/octet-stream, 1.9 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board