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>.
| 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 |
Documentation:
| Reference manual: | VecDep.pdf |
| Vignettes: |
EstPhiNestedGumbel (source, R code) |
Downloads:
| Package source: | VecDep_0.1.3.tar.gz |
| Windows binaries: | r-devel: VecDep_0.1.3.zip, r-release: VecDep_0.1.3.zip, r-oldrel: not available |
| macOS binaries: | r-devel (arm64): VecDep_0.1.3.tgz, r-release (arm64): VecDep_0.1.3.tgz, r-oldrel (arm64): not available, r-devel (x86_64): VecDep_0.1.3.tgz, r-release (x86_64): VecDep_0.1.3.tgz, r-oldrel (x86_64): not available |
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