qmd: Quantification of Multivariate Dependence

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

Getting started

Package details

AuthorNicolas Dietrich [aut, cre], Florian Griessenberger [aut], Robert R. Junker [aut], Valentin Petztel [aut], Wolfgang Trutschnig [aut]
MaintainerNicolas Dietrich <nicolaspascal.dietrich@plus.ac.at>
LicenseGPL (>= 2)
Version1.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("qmd")

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qmd documentation built on Aug. 22, 2022, 5:07 p.m.