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: | 0.2.0 |
Depends: | R (≥ 3.2.0) |
Imports: | Rcpp |
LinkingTo: | Rcpp |
Suggests: | testthat, Hmisc, copula, covr |
Published: | 2019-02-07 |
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_0.2.0.tar.gz |
Windows binaries: | r-devel: wdm_0.2.0.zip, r-release: wdm_0.2.0.zip, r-oldrel: wdm_0.2.0.zip |
OS X binaries: | r-release: wdm_0.2.0.tgz, r-oldrel: wdm_0.2.0.tgz |
Old sources: | wdm archive |
Reverse linking to: | rvinecopulib |
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