CRAN/E | RDM

RDM

Quantify Dependence using Rearranged Dependence Measures

Installation

About

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) and Strothmann (2021) doi:10.17877/DE290R-22733.

Citation RDM citation info
github.com/ChristopherStrothmann/RDM
Bug report File report

Key Metrics

Version 0.1.1
R ≥ 3.5.0
Published 2023-02-24 433 days ago
Needs compilation? yes
License GPL-2
CRAN checks RDM results
Language en-GB

Downloads

Yesterday 5 0%
Last 7 days 56 -18%
Last 30 days 195 +7%
Last 90 days 513 -25%
Last 365 days 2.214 +416%

Maintainer

Maintainer

Christopher Strothmann

rdmpackage@gmail.com

Authors

Holger Dette

aut

Karl Friedrich Siburg

aut

Christopher Strothmann

aut / cre

qad contributors

cph

(Authors of the modified code.cpp of the R-package 'qad' listed in inst/qad-authors.txt (GPL-2))

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0

Imports

Rfast ≥ 2.0.0
Rcpp ≥ 1.0.8.3

Suggests

testthat ≥ 3.0.0
copula ≥ 1.0.0
qad ≥ 1.0.0

LinkingTo

Rcpp