Package: RDM 0.1.1

Christopher Strothmann
RDM: Quantify Dependence using Rearranged Dependence Measures
Estimates the rearranged dependence measure ('RDM') of two continuous random variables for different underlying measures. Furthermore, it provides a method to estimate the (SI)-rearrangement copula using empirical checkerboard copulas. It is based on the theoretical results presented in Strothmann et al. (2022) <arxiv:2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.
Authors:
RDM_0.1.1.tar.gz
RDM_0.1.1.zip(r-4.7)RDM_0.1.1.zip(r-4.6)RDM_0.1.1.zip(r-4.5)
RDM_0.1.1.tgz(r-4.6-x86_64)RDM_0.1.1.tgz(r-4.6-arm64)RDM_0.1.1.tgz(r-4.5-x86_64)RDM_0.1.1.tgz(r-4.5-arm64)
RDM_0.1.1.tar.gz(r-4.7-arm64)RDM_0.1.1.tar.gz(r-4.7-x86_64)RDM_0.1.1.tar.gz(r-4.6-arm64)RDM_0.1.1.tar.gz(r-4.6-x86_64)
RDM_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RDM/json (API)
| # Install 'RDM' in R: |
| install.packages('RDM', repos = c('https://christopherstrothmann.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/christopherstrothmann/rdm/issues
Last updated from:cc1ccacd43. Checks:11 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 169 | ||
| linux-devel-x86_64 | NOTE | 155 | ||
| source / vignettes | OK | 213 | ||
| linux-release-arm64 | NOTE | 155 | ||
| linux-release-x86_64 | NOTE | 145 | ||
| macos-release-arm64 | NOTE | 161 | ||
| macos-release-x86_64 | NOTE | 247 | ||
| macos-oldrel-arm64 | NOTE | 136 | ||
| macos-oldrel-x86_64 | NOTE | 273 | ||
| windows-devel | NOTE | 134 | ||
| windows-release | NOTE | 144 | ||
| windows-oldrel | NOTE | 118 | ||
| wasm-release | OK | 125 |
Exports:checkerboardDensitycheckerboardDensityIndexcomputeBandwidthcomputeCBMeasurerdmsortDSMatrix
Dependencies:RcppRcppArmadilloRcppParallelRfastzigg
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate the checkerboard mass density | checkerboardDensity |
| Estimate a single entry of the checkerboard mass density | checkerboardDensityIndex |
| Compute bandwidth via cross-validation | computeBandwidth |
| Dependence measures for the checkerboard copula | computeCBMeasure |
| Rearranged dependence measure | rdm |
| Sort a (possibly non-square) doubly stochastic matrix | sortDSMatrix |