VecDep
Measuring Copula-Based Dependence Between Random Vectors
Provides functions for estimation (parametric, semi-parametric and non-parametric) of copula-based dependence coefficients between a finite collection of random vectors, including phi-dependence measures and Bures-Wasserstein dependence measures. An algorithm for agglomerative hierarchical variable clustering is also implemented. Following the articles De Keyser & Gijbels (2024) <doi:10.1016/j.jmva.2024.105336>, De Keyser & Gijbels (2024) <doi:10.1016/j.ijar.2023.109090>, and De Keyser & Gijbels (2024) <doi:10.48550/arXiv.2404.07141>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.3 |
rolling linux/jammy R-4.5 | VecDep_0.1.3.tar.gz |
283.5 KiB |
0.1.3 |
rolling linux/noble R-4.5 | VecDep_0.1.3.tar.gz |
282.9 KiB |
0.1.3 |
rolling source/ R- | VecDep_0.1.3.tar.gz |
77.5 KiB |
0.1.3 |
latest linux/jammy R-4.5 | VecDep_0.1.3.tar.gz |
283.5 KiB |
0.1.3 |
latest linux/noble R-4.5 | VecDep_0.1.3.tar.gz |
282.9 KiB |
0.1.3 |
latest source/ R- | VecDep_0.1.3.tar.gz |
77.5 KiB |
0.1.3 |
2026-04-26 source/ R- | VecDep_0.1.3.tar.gz |
77.5 KiB |
0.1.3 |
2026-04-23 source/ R- | VecDep_0.1.3.tar.gz |
77.5 KiB |
0.1.3 |
2026-04-09 windows/windows R-4.5 | VecDep_0.1.3.zip |
287.5 KiB |
0.1.3 |
2025-04-20 source/ R- | VecDep_0.1.3.tar.gz |
77.5 KiB |