qmd: Quantification of Multivariate Dependence

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2021), On a multivariate copula-based dependence measure and its estimation, <arXiv:2109.12883>.

Getting started

Package details

AuthorFlorian Griessenberger [aut, cre], Robert R. Junker [aut], Wolfgang Trutschnig [aut]
MaintainerFlorian Griessenberger <florian.griessenberger@sbg.ac.at>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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qmd documentation built on Sept. 28, 2021, 5:08 p.m.