MDD: Martingale Difference Divergence
In estsyawo/bayesprdopt: Useful Functions and Algorithms
MDD R Documentation
Martingale Difference Divergence
Description
MDD computes the Martingale Difference Divergence between univariate U and
possibly multivariate Z. The MDD measures the mean dependence of U on Z.
Usage
MDD(U, Z)
Arguments
U
the univariate variable
Z
the possibly multivariate conditioning variable
Value
the MDD coefficient
Examples
set.seed(12); X = rnorm(200); MDD(X,abs(X)); MDD(abs(X),X)
estsyawo/bayesprdopt documentation built on April 2, 2024, 2:18 p.m.
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| MDD | R Documentation |
Martingale Difference Divergence
Description
MDD computes the Martingale Difference Divergence between univariate U and
possibly multivariate Z. The MDD measures the mean dependence of U on Z.
Usage
MDD(U, Z)
Arguments
U |
the univariate variable |
Z |
the possibly multivariate conditioning variable |
Value
the MDD coefficient
Examples
set.seed(12); X = rnorm(200); MDD(X,abs(X)); MDD(abs(X),X)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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