CRAN

multivariance 2.2.0

Measuring Multivariate Dependence Using Distance Multivariance

Released Jun 18, 2019 by Björn Böttcher

This package can be loaded by Renjin but 5 out 23 tests failed. An older version of this package is more compatible with Renjin.

Dependencies

microbenchmark 1.4-6 igraph 1.2.4.1 Rcpp

Distance multivariance is a measure of dependence which can be used to detect and quantify dependence. The necessary functions are implemented in this packages, and examples are given. For the theoretic background we refer to the papers: B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using Distance Multivariance. . B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. VMSTA, 2018, Vol. 5, No. 3, 353-383. . B. Böttcher, M. Keller-Ressel, R.L. Schilling, Distance multivariance: New dependence measures for random vectors. . G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>multivariance</artifactId>
    <version>2.2.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:multivariance')

Test Results

This package was last tested against Renjin 0.9.2726 on Jul 13, 2019.

Source

R
C++

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Release History