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-4.5)RDM_0.1.1.zip(r-4.4)RDM_0.1.1.zip(r-4.3)
RDM_0.1.1.tgz(r-4.4-x86_64)RDM_0.1.1.tgz(r-4.4-arm64)RDM_0.1.1.tgz(r-4.3-x86_64)RDM_0.1.1.tgz(r-4.3-arm64)
RDM_0.1.1.tar.gz(r-4.5-noble)RDM_0.1.1.tar.gz(r-4.4-noble)
RDM_0.1.1.tgz(r-4.4-emscripten)RDM_0.1.1.tgz(r-4.3-emscripten)
RDM.pdf |RDM.html✨
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 2 years agofrom:cc1ccacd43. Checks:OK: 4 NOTE: 5. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 26 2024 |
R-4.5-win-x86_64 | NOTE | Oct 26 2024 |
R-4.5-linux-x86_64 | NOTE | Oct 26 2024 |
R-4.4-win-x86_64 | NOTE | Oct 26 2024 |
R-4.4-mac-x86_64 | NOTE | Oct 26 2024 |
R-4.4-mac-aarch64 | NOTE | Oct 26 2024 |
R-4.3-win-x86_64 | OK | Oct 26 2024 |
R-4.3-mac-x86_64 | OK | Oct 26 2024 |
R-4.3-mac-aarch64 | OK | Oct 26 2024 |
Exports:checkerboardDensitycheckerboardDensityIndexcomputeBandwidthcomputeCBMeasurerdmsortDSMatrix
Dependencies:RcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfast
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 |