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Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, and Hoeffding's D; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0> and Hollander et al. (2015, ISBN:9780470387375).
| Version: | 0.2.4 |
| Depends: | R (≥ 3.2.0) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat, Hmisc, copula, covr |
| Published: | 2023-08-10 |
| DOI: | 10.32614/CRAN.package.wdm |
| Author: | Thomas Nagler [aut, cre] |
| Maintainer: | Thomas Nagler <mail at tnagler.com> |
| BugReports: | https://github.com/tnagler/wdm-r/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/tnagler/wdm-r |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | wdm results |
| Reference manual: | wdm.pdf |
| Package source: | wdm_0.2.4.tar.gz |
| Windows binaries: | r-devel: wdm_0.2.4.zip, r-release: wdm_0.2.4.zip, r-oldrel: wdm_0.2.4.zip |
| macOS binaries: | r-release (arm64): wdm_0.2.4.tgz, r-oldrel (arm64): wdm_0.2.4.tgz, r-release (x86_64): wdm_0.2.4.tgz, r-oldrel (x86_64): wdm_0.2.4.tgz |
| Old sources: | wdm archive |
| Reverse imports: | CondCopulas, ElliptCopulas, MMDCopula, svines, TSEAL, wdnet |
| Reverse linking to: | portvine, rvinecopulib, svines, vinereg |
| Reverse suggests: | correlation, lcopula |
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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.