multivariance

Measuring Multivariate Dependence Using Distance Multivariance

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 I. Generalized distance covariance and Gaussian covariance. Preprint 2017, <arXiv:1711.07778>. B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors II. Distance multivariance and Gaussian multivariance. Preprint 2017, <arXiv:1711.07775>. B. Böttcher, Dependence Structures - Estimation and Visualization Using Distance Multivariance. Preprint 2017, <arXiv:1712.06532>. G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. Preprint 2018, <arXiv:1808.07280>.

Total

2,030

Last month

241

Last week

65

Average per day

8

Daily downloads

Total downloads

Description file content

Package
multivariance
Title
Measuring Multivariate Dependence Using Distance Multivariance
Version
1.2.0
Date
2018-09-12
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 I. Generalized distance covariance and Gaussian covariance. Preprint 2017, . B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors II. Distance multivariance and Gaussian multivariance. Preprint 2017, . B. Böttcher, Dependence Structures - Estimation and Visualization Using Distance Multivariance. Preprint 2017, . G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. Preprint 2018, .
Depends
R (>= 3.3.0)
License
GPL-3
Encoding
UTF-8
LazyData
true
Imports
abind, igraph, graphics, stats, Rcpp
RoxygenNote
6.1.0
Suggests
testthat
LinkingTo
Rcpp
NeedsCompilation
yes
Packaged
2018-09-13 14:34:34 UTC; BB
Author
Björn Böttcher [aut, cre], Martin Keller-Ressel [ctb]
Maintainer
Björn Böttcher
Repository
CRAN
Date/Publication
2018-09-13 15:20:06 UTC

install.packages('multivariance')

1.2.0

2 months ago

Björn Böttcher

GPL-3

Depends on

R (>= 3.3.0)

Imports

abind, igraph, graphics, stats, Rcpp

Suggests

testthat

Discussions