RDM: Quantify Dependence using Rearranged Dependence Measures
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) <doi:10.48550/arXiv.2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rfast (≥ 2.0.0),Rcpp (≥ 1.0.8.3) |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0),copula (≥ 1.0.0),qad (≥ 1.0.0) |
| Published: | 2023-02-24 |
| DOI: | 10.32614/CRAN.package.RDM |
| Author: | 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)) |
| Maintainer: | Christopher Strothmann <rdmpackage at gmail.com> |
| BugReports: | https://github.com/ChristopherStrothmann/RDM/issues |
| License: | GPL-2 |
| URL: | https://github.com/ChristopherStrothmann/RDM |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Citation: | RDM citation info |
| Materials: | README |
| CRAN checks: | RDM results |
Documentation:
| Reference manual: | RDM.html ,RDM.pdf |
Downloads:
| Package source: | RDM_0.1.1.tar.gz |
| Windows binaries: | r-devel:RDM_0.1.1.zip, r-release:RDM_0.1.1.zip, r-oldrel:RDM_0.1.1.zip |
| macOS binaries: | r-release (arm64):RDM_0.1.1.tgz, r-oldrel (arm64):RDM_0.1.1.tgz, r-release (x86_64):RDM_0.1.1.tgz, r-oldrel (x86_64):RDM_0.1.1.tgz |
Linking:
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