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 |
DOI: | 10.32614/CRAN.package.RDM |
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 |
Reference manual: | RDM.pdf |
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 |
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