https://github.com/cran/multivariance
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Tip revision: e0320c9516346f2d4fe715a5eb662d6aa790a6cb authored by Björn Böttcher on 04 January 2019, 23:20:03 UTC
version 1.2.1
Tip revision: e0320c9
NEWS
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kown problems: in "resampling" the argument lambda is not passed correctly for total.multivariance

Changes in Version 1.2.1
========================

Updates
 * updated references
 * various typos corrected


Changes in Version 1.2.0
========================

New Features
 * 'independence.test' is now also implemented with type "pearson_approx". Providing the fast p-value approximation developed in <arXiv:1808.07280>. For this also the functions 'pearson.qf' (a Gaussian quadratic form estimate based on mean, variance and skewness) and 'pearson.pvalue' (the corresponding p-value estimate based on new moment estimators) are introduced.
 * In "cmd" one can now explicitly specify the use of "isotropic" continuous negative definite functions. This speeds up the calculation for this case by a factor of about 100.

Fixed
 * the option "squared" works now also for multivariance with option "correlation=TRUE".
 * 'multivariances.all' returns NA for 3-multivariance if only two variables are given.

Updates
 * speed up of various functions
 * various typos corrected


Changes in Version 1.1.0
========================
New Features
  * 'm.multivariance' a function to calculate the m-multivariance
  * 'multivariances.all' a function to calculate standard/total/m-multivariance simultaneously
  * 'resample.multivariance' implements the resampling method which can be used to get less conservative tests than the distribution-free methods
  * 'dependence.structure' a function to generate a graphical model of the dependence structure
  * various examples of the use of 'dependence.structure'

Changes
  * The standard output of 'multivariance' is now (distance multivariance squared) scaled by the sample size. Use 'Nscale = FALSE' to get the value without this scaling. The reason for this was twofold: 1. it is now the same setting as for 'total.multivariance'. 2. This is the only value which can (roughly) be interpreted without further calculations.

Updates
  * improved documentation. In particular, it is now cleary stated that the squared values are the standard output of 'multivariance' and 'total.multivariance'
  * some speed up


Changes in Version 1.0.5 2017-11-01
===================================
Details
  * Initial public release


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