Raw File
Tip revision: 71cc2d66e2e947a4fd1ea1041711e731420b36ef authored by Björn Böttcher on 19 March 2019, 14:00:03 UTC
version 2.1.0
Tip revision: 71cc2d6
Package: multivariance
Title: Measuring Multivariate Dependence Using Distance Multivariance
Version: 2.1.0
Date: 2019-03-19
Authors@R: c(
    person("Björn", "Böttcher", email = "",role = c("aut", "cre")),
    person("Martin", "Keller-Ressel", email = "", role = "ctb")
Description: Distance multivariance is a measure of dependence which can be used to detect 
    and quantify dependence. The necessary functions are implemented in this packages, 
    and examples are given. For the theoretic background we refer to the papers:
    B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. VMSTA, 2018, Vol. 5, No. 3, 353-383. <arXiv:1711.07778>.
    B. Böttcher, M. Keller-Ressel, R.L. Schilling, Distance multivariance: New dependence measures for random vectors. <arXiv:1711.07775>.
    B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using Distance Multivariance. <arXiv:1712.06532>.
    G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. <arXiv:1808.07280>.
Depends: R (>= 3.3.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: igraph, graphics, stats, Rcpp, microbenchmark
RoxygenNote: 6.1.1
Suggests: testthat
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2019-03-19 11:28:48 UTC; BB
Author: Björn Böttcher [aut, cre],
  Martin Keller-Ressel [ctb]
Maintainer: Björn Böttcher <>
Repository: CRAN
Date/Publication: 2019-03-19 15:00:03 UTC
back to top