VecDep: Measuring Copula-Based Dependence Between Random Vectors

Provides functions for estimation (parametric, semi-parametric and non-parametric) of copula-based dependence coefficients between a finite collection of random vectors, including phi-dependence measures and Bures-Wasserstein dependence measures. An algorithm for agglomerative hierarchical variable clustering is also implemented. Following the articles De Keyser & Gijbels (2024) <doi:10.1016/j.jmva.2024.105336>, De Keyser & Gijbels (2024) <doi:10.1016/j.ijar.2023.109090>, and De Keyser & Gijbels (2024) <doi:10.48550/arXiv.2404.07141>.

Version:	0.1.3
Depends:	R (≥ 4.4.0)
Imports:	ElliptCopulas (≥ 0.1.4.1), HAC (≥ 1.1-1), hash (≥ 2.2.6.3), sets (≥ 1.0-25), covglasso (≥ 1.0.3), expm (≥ 1.0-0), magic (≥ 1.6-1), pbapply (≥ 1.7-2), Rmpfr (≥ 0.9-5), reticulate (≥ 1.39.0), gtools (≥ 3.9.5)
Suggests:	mvtnorm, ggplot2, extraDistr, fossil, dendextend, copula, knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2024-11-14
DOI:	10.32614/CRAN.package.VecDep
Author:	Steven De Keyser [aut, cre], Irène Gijbels [ctb]
Maintainer:	Steven De Keyser <steven.dekeyser at kuleuven.be>
BugReports:	https://github.com/StevenDeKeyser98/VecDep/issues
License:	GPL-3
URL:	https://github.com/StevenDeKeyser98/VecDep
NeedsCompilation:	no
Language:	en-US
Materials:	README NEWS
CRAN checks:	VecDep results

Documentation:

Reference manual:	VecDep.pdf
Vignettes:	EstPhiNestedGumbel (source, R code)

Downloads:

Package source:	VecDep_0.1.3.tar.gz
Windows binaries:	r-devel: VecDep_0.1.3.zip, r-release: VecDep_0.1.3.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): VecDep_0.1.3.tgz, r-oldrel (arm64): not available, r-release (x86_64): VecDep_0.1.3.tgz, r-oldrel (x86_64): not available

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