https://github.com/cran/multivariance
Tip revision: 3026c20762a46521a0493b710702d7fba8ea2d60 authored by Björn Böttcher on 23 April 2020, 15:50:03 UTC
version 2.3.0
version 2.3.0
Tip revision: 3026c20
DESCRIPTION
Package: multivariance
Title: Measuring Multivariate Dependence Using Distance Multivariance
Version: 2.3.0
Date: 2020-04-22
Authors@R: c(
person("Björn", "Böttcher", email = "bjoern.boettcher@tu-dresden.de",role = c("aut", "cre")),
person("Martin", "Keller-Ressel", email = "martin.keller-ressel@tu-dresden.de", role = "ctb")
)
Description: Distance multivariance is a measure of dependence which can be used to detect
and quantify dependence of arbitrarily many random vectors. The necessary functions are
implemented in this packages and examples are given. It includes: distance multivariance,
distance multicorrelation, dependence structure detection, tests of independence and
copula versions of distance multivariance based on the Monte Carlo empirical transform.
Detailed references are given in the package description, as starting point for the
theoretic background we refer to:
B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using
the Unifying Concept of Distance Multivariance. Open Statistics, Vol. 1, No. 1 (2020),
<doi:10.1515/stat-2020-0001>.
Depends: R (>= 3.3.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: igraph, graphics, stats, Rcpp, microbenchmark
RoxygenNote: 7.1.0
Suggests: testthat
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2020-04-22 14:54:46 UTC; BB
Author: Björn Böttcher [aut, cre],
Martin Keller-Ressel [ctb]
Maintainer: Björn Böttcher <bjoern.boettcher@tu-dresden.de>
Repository: CRAN
Date/Publication: 2020-04-23 16:50:03 UTC