multivariance: Measuring Multivariate Dependence Using Distance Multivariance

Distance multivariance is a measure of dependence which can be used to detect and quantify dependence structures. The necessary functions are implemented in this packages, and examples are given. For the theoretic background we refer to the forthcoming papers: B. Böttcher, M. Keller-Ressel, R.L. Schilling (2017) Detecting independence of random vectors I + II. Preprints.

Version: 1.0.5
Depends: R (≥ 3.3.0)
Imports: stats
Published: 2017-11-02
Author: Björn Böttcher [aut, cre], Martin Keller-Ressel [ctb]
Maintainer: Björn Böttcher <bjoern.boettcher at tu-dresden.de>
License: GPL-3
NeedsCompilation: no
CRAN checks: multivariance results

Downloads:

Reference manual: multivariance.pdf
Package source: multivariance_1.0.5.tar.gz
Windows binaries: r-devel: multivariance_1.0.5.zip, r-release: multivariance_1.0.5.zip, r-oldrel: multivariance_1.0.5.zip
OS X El Capitan binaries: r-release: multivariance_1.0.5.tgz
OS X Mavericks binaries: r-oldrel: multivariance_1.0.5.tgz

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