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) <doi:10.48550/arXiv.2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.

Version:	0.1.1
Depends:	R (≥ 3.5.0)
Imports:	Rfast (≥ 2.0.0), Rcpp (≥ 1.0.8.3)
LinkingTo:	Rcpp
Suggests:	testthat (≥ 3.0.0), copula (≥ 1.0.0), qad (≥ 1.0.0)
Published:	2023-02-24
Author:	Holger Dette [aut], Karl Friedrich Siburg [aut], Christopher Strothmann [aut, cre], qad contributors [cph] (Authors of the modified code.cpp of the R-package 'qad' listed in inst/qad-authors.txt (GPL-2))
Maintainer:	Christopher Strothmann <rdmpackage at gmail.com>
BugReports:	https://github.com/ChristopherStrothmann/RDM/issues
License:	GPL-2
URL:	https://github.com/ChristopherStrothmann/RDM
NeedsCompilation:	yes
Language:	en-GB
Citation:	RDM citation info
Materials:	README
CRAN checks:	RDM results

Documentation:

Reference manual:

RDM.pdf

Downloads:

Package source:	RDM_0.1.1.tar.gz
Windows binaries:	r-devel: RDM_0.1.1.zip, r-release: RDM_0.1.1.zip, r-oldrel: RDM_0.1.1.zip
macOS binaries:	r-release (arm64): RDM_0.1.1.tgz, r-oldrel (arm64): RDM_0.1.1.tgz, r-release (x86_64): RDM_0.1.1.tgz, r-oldrel (x86_64): RDM_0.1.1.tgz

Linking:

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