Package: VecDep
Type: Package
Title: Measuring Copula-Based Dependence Between Random Vectors
Version: 0.1.3
Authors@R: c(
    person("Steven", "De Keyser",, "steven.dekeyser@kuleuven.be", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0002-3469-8692")),
    person("Irène", "Gijbels",, email = "irene.gijbels@kuleuven.be", role = "ctb",
           comment = c(ORCID = "0000-0002-4443-9803")))
Description: 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>.
License: GPL-3
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
URL: https://github.com/StevenDeKeyser98/VecDep
BugReports: https://github.com/StevenDeKeyser98/VecDep/issues
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)
Language: en-US
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/pak/sysreqs: libgmp3-dev libgsl0-dev libpng-dev libmpfr-dev
        python3
Repository: https://stevendekeyser98.r-universe.dev
Date/Publication: 2024-11-13 20:11:02 UTC
RemoteUrl: https://github.com/stevendekeyser98/vecdep
RemoteRef: HEAD
RemoteSha: bab3ce32db381ef806e5d1aacb9063e87985bea8
NeedsCompilation: no
Packaged: 2026-10-17 06:08:52 UTC; root
Author: Steven De Keyser [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-3469-8692>),
  Irène Gijbels [ctb] (ORCID: <https://orcid.org/0000-0002-4443-9803>)
Maintainer: Steven De Keyser <steven.dekeyser@kuleuven.be>