https://github.com/cran/multivariance
Raw File
Tip revision: e0320c9516346f2d4fe715a5eb662d6aa790a6cb authored by Björn Böttcher on 04 January 2019, 23:20:03 UTC
version 1.2.1
Tip revision: e0320c9
DESCRIPTION
Package: multivariance
Title: Measuring Multivariate Dependence Using Distance Multivariance
Version: 1.2.1
Date: 2019-01-04
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. 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 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: abind, igraph, graphics, stats, Rcpp
RoxygenNote: 6.1.1
Suggests: testthat
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2019-01-04 08:40:30 UTC; BB
Author: Björn Böttcher [aut, cre],
  Martin Keller-Ressel [ctb]
Maintainer: Björn Böttcher <bjoern.boettcher@tu-dresden.de>
Repository: CRAN
Date/Publication: 2019-01-05 00:20:03 UTC
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