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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=VecDep to link to this page.
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