https://github.com/cran/multivariance
Raw File
Tip revision: 441d15d268c9c110171300b51d5605c42c7022f0 authored by Björn Böttcher on 10 January 2018, 15:12:05 UTC
version 1.1.0
Tip revision: 441d15d
NEWS
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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