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RDM: Quantify Dependence using Rearranged Dependence Measures

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) <doi:10.48550/arXiv.2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.

Version: 0.1.1
Depends: R (≥ 3.5.0)
Imports: Rfast (≥ 2.0.0), Rcpp (≥ 1.0.8.3)
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0), copula (≥ 1.0.0), qad (≥ 1.0.0)
Published: 2023-02-24
DOI: 10.32614/CRAN.package.RDM
Author: Holger Dette ORCID iD [aut], Karl Friedrich Siburg [aut], Christopher Strothmann ORCID iD [aut, cre], qad contributors [cph] (Authors of the modified code.cpp of the R-package 'qad' listed in inst/qad-authors.txt (GPL-2))
Maintainer: Christopher Strothmann <rdmpackage at gmail.com>
BugReports: https://github.com/ChristopherStrothmann/RDM/issues
License: GPL-2
URL: https://github.com/ChristopherStrothmann/RDM
NeedsCompilation: yes
Language: en-GB
Citation: RDM citation info
Materials: README
CRAN checks: RDM results

Documentation:

Reference manual: RDM.pdf

Downloads:

Package source: RDM_0.1.1.tar.gz
Windows binaries: r-devel: RDM_0.1.1.zip, r-release: RDM_0.1.1.zip, r-oldrel: RDM_0.1.1.zip
macOS binaries: r-release (arm64): RDM_0.1.1.tgz, r-oldrel (arm64): RDM_0.1.1.tgz, r-release (x86_64): RDM_0.1.1.tgz, r-oldrel (x86_64): RDM_0.1.1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.