wdm: Weighted Dependence Measures
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).
Documentation:
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Reverse dependencies:
Reverse imports: |
BBcor, CondCopulas, ElliptCopulas, GDAtools, MMDCopula, svines, wdnet |
Reverse linking to: |
portvine, rvinecopulib, svines, vinereg |
Reverse suggests: |
correlation, lcopula |
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