swMATH31266CRANmultivarianceMaRDI QIDQ42978FDOQ42978
Measuring Multivariate Dependence Using Distance Multivariance
Last update: 6 October 2021
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.4.1
Official website: https://cran.r-project.org/web/packages/multivariance/index.html
Source code repository: https://github.com/cran/multivariance
Cited In (15)
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Linkages
- energy
- TwoCop
- IndependenceTests
- dHSIC
- FarmTest
- pgraph
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- dcortools
- The distance standard deviation
- IndepTest
- Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
- Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures
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