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RDM

Quantify Dependence using Rearranged Dependence Measures

Estimates the rearranged dependence measure ('RDM') of two continuous random variables for different underlying measures. Furthermore, it provides a method to estimate the (SI)-rearrangement copula using empirical checkerboard copulas. It is based on the theoretical results presented in Strothmann et al. (2022) <arXiv:2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.

Versions across snapshots

VersionRepositoryFileSize
0.1.1 rolling linux/jammy R-4.5 RDM_0.1.1.tar.gz 82.6 KiB
0.1.1 rolling linux/noble R-4.5 RDM_0.1.1.tar.gz 83.8 KiB
0.1.1 rolling source/ R- RDM_0.1.1.tar.gz 24.0 KiB
0.1.1 latest linux/jammy R-4.5 RDM_0.1.1.tar.gz 82.6 KiB
0.1.1 latest linux/noble R-4.5 RDM_0.1.1.tar.gz 83.8 KiB
0.1.1 latest source/ R- RDM_0.1.1.tar.gz 24.0 KiB
0.1.1 2026-04-26 source/ R- RDM_0.1.1.tar.gz 24.0 KiB
0.1.1 2026-04-23 source/ R- RDM_0.1.1.tar.gz 24.0 KiB
0.1.1 2026-04-09 windows/windows R-4.5 RDM_0.1.1.zip 405.9 KiB
0.1.1 2025-04-20 source/ R- RDM_0.1.1.tar.gz 24.0 KiB

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