Locally Gaussian Distributions: Estimation and Methods R package lg version 0.4.1 An implementation of locally Gaussian distributions. It provides methods for 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. Software Depends: R (>= 3.4) Imports: mvtnorm, localgauss, logspline, ggplot2, ks, np, tseries Suggests: testthat Håkon Otneim <hakon.otneim@nhh.no> Comprehensive R Archive Network (CRAN) Håkon Otneim [aut, cre] GPL-3 2019-12-05 application/tgz https://CRAN.R-project.org/package=lg doi:10.32614/CRAN.package.lg