VecDep

0.1.3

Measuring Copula-Based Dependence Between Random Vectors

0packages depend

5.3Kdownloads / year

2.9%test coverage

13/13checks pass

Overview

About

Maintained by Steven De KeyserFirst published 2024-11-141 releasesCRAN page ↗GitHub ↗

Provides functions for estimation (parametric, semi-parametric and non-parametric) of copula-based dependence coefficients between a finite collection of random vectors, including phi-dependence measures and Bures-Wasserstein dependence measures. An algorithm for agglomerative hierarchical variable clustering is also implemented. Following the articles De Keyser & Gijbels (2024) doi:10.1016/j.jmva.2024.105336, De Keyser & Gijbels (2024) doi:10.1016/j.ijar.2023.109090, and De Keyser & Gijbels (2024) doi:10.48550/arXiv.2404.07141.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("VecDep", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("StevenDeKeyser98/VecDep")

Development version from StevenDeKeyser98/VecDep. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-vecdep

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-VecDep

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 7.0 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.01

2.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 174 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 61%
Documented parameters: 97%
Return-value docs: 100%
References docs: 91%

Downloads

5.3K

CRAN downloads in the past year

Rank #8,610 · ~14/day · ~438/mo

Releases R versions

Daily download trend is not available in this view yet.

26430 days

1.3K90 days

5.3K1 year

Compare downloads with other packages →

Also on81 r2u4 autocran

Repository

GitHub ↗ stevendekeyser98/vecdep

1Stars

0Forks

0Open issues

0Open PRs

0Releases

108Commits

3Contributors

License GPL-3.0 · 108 commits · Last activity 2024-11-13 · 0% stars, 30d

Stars over time

2025-11-13 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/stevendekeyser98/vecdep on 2026-07-19.

Continuous integration (1)

GitHub Actions

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.4.0

Imports (11)

ElliptCopulas HAC hash sets covglasso expm magic pbapply Rmpfr reticulate gtools

LinkingTo (0)

none

Suggests (9)

mvtnorm ggplot2 extraDistr fossil dendextend copula knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Steven De Keyser

Author, Maintainer

Authors (1)

Steven De Keyser

Author, Maintainer

Contributors (1)

Irène Gijbels

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.3Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2024-11-14
Total releases: 1 / 2 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.4.0
Download size: 77 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →