Distance multivariance is a measure of dependence which can be used to detect and quantify dependence. The necessary functions are implemented in this packages, and examples are given. For the theoretic background we refer to the papers: B. Böttcher, M. KellerRessel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. VMSTA, 2018, Vol. 5, No. 3, 353383. <arXiv:1711.07778>. B. Böttcher, M. KellerRessel, R.L. Schilling, Distance multivariance: New dependence measures for random vectors. <arXiv:1711.07775>. B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using Distance Multivariance. <arXiv:1712.06532>. G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. <arXiv:1808.07280>.
Package details 


Author  Björn Böttcher [aut, cre], Martin KellerRessel [ctb] 
Maintainer  Björn Böttcher <[email protected]> 
License  GPL3 
Version  2.1.0 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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