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>.

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Package
multivariance
Title
Measuring Multivariate Dependence Using Distance Multivariance
Version
1.1.0
Date
2018-01-09
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, .
Depends
R (>= 3.3.0)
License
GPL-3
Encoding
UTF-8
LazyData
true
Imports
abind, igraph, graphics, stats
RoxygenNote
6.0.1
Suggests
testthat
NeedsCompilation
no
Packaged
2018-01-10 15:35:24 UTC; BB
Author
Björn Böttcher [aut, cre], Martin Keller-Ressel [ctb]
Maintainer
Björn Böttcher
Repository
CRAN
Date/Publication
2018-01-10 16:12:05 UTC

install.packages('multivariance')

1.1.0

5 months ago

Björn Böttcher

GPL-3

Depends on

R (>= 3.3.0)

Imports

abind, igraph, graphics, stats

Suggests

testthat

Discussions