EDMeasure

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Energy-Based Dependence Measures

Shun Yao, Ze Jin, David S. Matteson, Xiaofeng Shao

Last update: 25 February 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.0

Official website: https://cran.r-project.org/web/packages/EDMeasure/index.html

Source code repository: https://github.com/cran/EDMeasure

Cites work

• Kernel-Based Tests for Joint Independence
• Partial martingale difference correlation
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

Cited In (8)

• IndependenceTests
• Hotelling
• dHSIC
• Ball
• CovTools
• NetworkDistance
• treespace
• Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics

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