Package: VecDep 0.1.3
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>.
Authors:
VecDep_0.1.3.tar.gz
VecDep_0.1.3.zip(r-4.7-any)VecDep_0.1.3.zip(r-4.6-any)VecDep_0.1.3.zip(r-4.5-any)
VecDep_0.1.3.tgz(r-4.6-any)VecDep_0.1.3.tgz(r-4.5-any)
VecDep_0.1.3.tar.gz(r-4.7-any)VecDep_0.1.3.tar.gz(r-4.6-any)
VecDep_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
VecDep/json (API)
| # Install 'VecDep' in R: |
| install.packages('VecDep', repos = c('https://stevendekeyser98.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/stevendekeyser98/vecdep/issues
Last updated from:bab3ce32db. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 154 | ||
| source / vignettes | OK | 285 | ||
| linux-release | OK | 150 | ||
| macos-release | OK | 196 | ||
| macos-oldrel | OK | 202 | ||
| windows-devel | OK | 106 | ||
| windows-release | OK | 84 | ||
| windows-oldrel | OK | 106 | ||
| wasm-release | OK | 103 |
Exports:betakernelestimatorbwd1bwd1asR0bwd1avarbwd2bwd2asR0bwd2avarcovgpenalcreateR0cvomegaellcopestelldistrestelliptselectestphiestRgethacgrouplassohamseHelhacHelnormalHelnormalavarIclusterinstall_tensorflowminormalminormalavarmiStudentmlehacotsortphiellipphihacphinptransformationestimator
Dependencies:abindADGofTestclustercolorspacecopulacovglassoElliptCopulasexpmgmpgslgtoolsHAChashherejsonlitekStatisticslatticemagicMatrixmvtnormnumDerivpbapplypcaPPpngpsplinerappdirsRcppRcppArmadilloRcppTOMLreticulaterlangRmpfrrprojrootRunuransetsstabledistwdmwithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| betakernelestimator | betakernelestimator |
| bwd1 | bwd1 |
| bwd1asR0 | bwd1asR0 |
| bwd1avar | bwd1avar |
| bwd2 | bwd2 |
| bwd2asR0 | bwd2asR0 |
| bwd2avar | bwd2avar |
| covgpenal | covgpenal |
| createR0 | createR0 |
| cvomega | cvomega |
| ellcopest | ellcopest |
| elldistrest | elldistrest |
| elliptselect | elliptselect |
| estphi | estphi |
| estR | estR |
| gethac | gethac |
| grouplasso | grouplasso |
| hamse | hamse |
| Helhac | Helhac |
| Helnormal | Helnormal |
| Helnormalavar | Helnormalavar |
| Icluster | Icluster |
| install_tensorflow | install_tensorflow |
| minormal | minormal |
| minormalavar | minormalavar |
| miStudent | miStudent |
| mlehac | mlehac |
| otsort | otsort |
| phiellip | phiellip |
| phihac | phihac |
| phinp | phinp |
| transformationestimator | transformationestimator |