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>.
| Version: |
0.1.3 |
| Depends: |
R (≥ 4.4.0) |
| Imports: |
ElliptCopulas (≥ 0.1.4.1), HAC (≥ 1.1-1), hash (≥ 2.2.6.3), sets (≥ 1.0-25), covglasso (≥ 1.0.3), expm (≥ 1.0-0), magic (≥ 1.6-1), pbapply (≥ 1.7-2), Rmpfr (≥ 0.9-5), reticulate (≥ 1.39.0), gtools (≥ 3.9.5) |
| Suggests: |
mvtnorm, ggplot2, extraDistr, fossil, dendextend, copula, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2024-11-14 |
| DOI: |
10.32614/CRAN.package.VecDep |
| Author: |
Steven De Keyser 
[aut, cre],
Irène Gijbels
[ctb] |
| Maintainer: |
Steven De Keyser <steven.dekeyser at kuleuven.be> |
| BugReports: |
https://github.com/StevenDeKeyser98/VecDep/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/StevenDeKeyser98/VecDep |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README, NEWS |
| CRAN checks: |
VecDep results |
Documentation:
Downloads:
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