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:Holger Dette [aut], Karl Friedrich Siburg [aut], Christopher Strothmann [aut, cre], qad contributors [cph]

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

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

2.70 score 2 scripts 193 downloads 6 exports 5 dependencies

Last updated from:cc1ccacd43. Checks:11 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE169
linux-devel-x86_64NOTE155
source / vignettesOK213
linux-release-arm64NOTE155
linux-release-x86_64NOTE145
macos-release-arm64NOTE161
macos-release-x86_64NOTE247
macos-oldrel-arm64NOTE136
macos-oldrel-x86_64NOTE273
windows-develNOTE134
windows-releaseNOTE144
windows-oldrelNOTE118
wasm-releaseOK125

Exports:checkerboardDensitycheckerboardDensityIndexcomputeBandwidthcomputeCBMeasurerdmsortDSMatrix

Dependencies:RcppRcppArmadilloRcppParallelRfastzigg