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 |