qmd: Quantification of Multivariate Dependence

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

Version: 1.1.2
Imports: qad, Rcpp (≥ 1.0.6), ggplot2, cowplot, dplyr, utils
LinkingTo: Rcpp
Published: 2022-08-22
Author: Nicolas Dietrich [aut, cre], Florian Griessenberger [aut], Robert R. Junker [aut], Valentin Petztel [aut], Wolfgang Trutschnig [aut]
Maintainer: Nicolas Dietrich <nicolaspascal.dietrich at plus.ac.at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: qmd results

Documentation:

Reference manual: qmd.pdf

Downloads:

Package source: qmd_1.1.2.tar.gz
Windows binaries: r-devel: qmd_1.1.2.zip, r-release: qmd_1.1.2.zip, r-oldrel: qmd_1.1.2.zip
macOS binaries: r-release (arm64): qmd_1.1.2.tgz, r-oldrel (arm64): qmd_1.1.2.tgz, r-release (x86_64): qmd_1.1.2.tgz, r-oldrel (x86_64): qmd_1.1.2.tgz
Old sources: qmd archive

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