https://github.com/cran/multivariance
Tip revision: 2ffcc6849222a41d7684515fd823120c29cfa0e2 authored by Björn Böttcher on 06 February 2019, 12:30:06 UTC
version 2.0.0
version 2.0.0
Tip revision: 2ffcc68
DESCRIPTION
Package: multivariance
Title: Measuring Multivariate Dependence Using Distance Multivariance
Version: 2.4.1
Date: 2021-10-06
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: 7.1.2
Suggests: testthat
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2021-10-06 15:06:41 UTC; BB
Author: Björn Böttcher [aut, cre],
Martin Keller-Ressel [ctb]
Maintainer: Björn Böttcher <bjoern.boettcher@tu-dresden.de>
Repository: CRAN
Date/Publication: 2021-10-06 15:50:05 UTC