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RDM  

Quantify Dependence using Rearranged Dependence Measures
View on CRAN: Click here


Download and install RDM package within the R console
Install from CRAN:
install.packages("RDM")

Install from Github:
library("remotes")
install_github("cran/RDM")

Install by package version:
library("remotes")
install_version("RDM", "0.1.1")



Attach the package and use:
library("RDM")
Maintained by
Christopher Strothmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-24
Latest Update: 2023-02-24
Description:
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) and Strothmann (2021) .
How to cite:
Christopher Strothmann (2023). RDM: Quantify Dependence using Rearranged Dependence Measures. R package version 0.1.1, https://cran.r-project.org/web/packages/RDM. Accessed 12 Nov. 2024.
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