wdm: Weighted Dependence Measures

Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, Hoeffding's D, and Chatterjee's xi; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0>, Hollander et al. (2015, ISBN:9780470387375), and Chatterjee (2021) <doi:10.1080/01621459.2020.1758115>.

Version:	0.3.0
Depends:	R (≥ 3.2.0)
Imports:	Rcpp
LinkingTo:	Rcpp
Suggests:	testthat (≥ 3.0.0), Hmisc, copula, covr
Published:	2026-08-31
DOI:	10.32614/CRAN.package.wdm
Author:	Thomas Nagler [aut, cre]
Maintainer:	Thomas Nagler <mail at tnagler.com>
BugReports:	https://github.com/tnagler/wdm-r/issues
License:	MIT + file LICENSE
URL:	https://tnagler.github.io/wdm-r/, https://github.com/tnagler/wdm-r
NeedsCompilation:	yes
Materials:	README, NEWS
CRAN checks:	wdm results

Documentation:

Reference manual:

wdm.html , wdm.pdf

Downloads:

Package source:	wdm_0.3.0.tar.gz
Windows binaries:	r-devel: wdm_0.3.0.zip, r-release: wdm_0.3.0.zip, r-oldrel: wdm_0.3.0.zip
macOS binaries:	r-release (arm64): wdm_0.3.0.tgz, r-oldrel (arm64): wdm_0.3.0.tgz, r-release (x86_64): wdm_0.3.0.tgz, r-oldrel (x86_64): wdm_0.3.0.tgz
Old sources:	wdm archive

Reverse dependencies:

Reverse imports:	CondCopulas, ElliptCopulas, MMDCopula, svines, TSEAL, wdnet
Reverse linking to:	portvine, rvinecopulib, svines, vinereg
Reverse suggests:	correlation, lcopula

Linking:

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