Other packages > Find by keyword >

VecDep  

Measuring Copula-Based Dependence Between Random Vectors
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("VecDep", "0.1.3")



Attach the package and use:
library("VecDep")
Maintained by
Steven De Keyser
[Scholar Profile | Author Map]
First Published: 2024-11-14
Latest Update: 2024-11-14
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>.
How to cite:
Steven De Keyser (2024). VecDep: Measuring Copula-Based Dependence Between Random Vectors. R package version 0.1.3, https://cran.r-project.org/web/packages/VecDep. Accessed 03 May. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited VecDep R package
View VecDep citation profile
Other R packages that VecDep depends, imports, suggests or enhances
Complete documentation for VecDep
Functions, R codes and Examples using the VecDep R package
Full VecDep package functions and examples
Downloads during the last 30 days
04/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for VecDep051015202530354045TrendBars

Today's Hot Picks in Authors and Packages

scModels  
Fitting Discrete Distribution Models to Count Data
Provides functions for fitting discrete distribution models to count data. Included are the Poisson ...
Download / Learn more Package Citations See dependency  
sift  
Intelligently Peruse Data
Facilitate extraction of key information from common datasets. ...
Download / Learn more Package Citations See dependency  
cleanNLP  
A Tidy Data Model for Natural Language Processing
Provides a set of fast tools for converting a textual corpus into a set of normalized tables. Users ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
ncvreg  
Regularization Paths for SCAD and MCP Penalized Regression Models
Fits regularization paths for linear regression, GLM, and Cox regression models using lasso or nonc ...
Download / Learn more Package Citations See dependency  
noisyCE2  
Cross-Entropy Optimisation of Noisy Functions
Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubins ...
Download / Learn more Package Citations See dependency  

24,187

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA