rcd-package: Robust Copula Dependence

Description Details Author(s) References Examples

Description

Implementation of a dependence measure, the Robust Copula Dependence (RCD).

Details

This package includes the implementation of the robust copula dependence (RCD). The main function rcd is used with dependence measure bwtween two or more random variables.

Author(s)

Yi Li, Adam (Aidong) Ding

Maintainer: Yi Li <[email protected]>

References

Yale Chang, Yi Li, Adam Ding, Jennifer Dy, A Robust-Equitable Copula Dependence Measure for Feature Selection , AISTATS 2016.

Examples

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  n <- 1000
  x <- runif(n)
  y <- runif(n)
  rcdkde(x,y)

liyi-1989/rcd documentation built on May 21, 2017, 1:41 p.m.