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wdm

Weighted Dependence Measures

v0.2.6 · Jan 7, 2025 · MIT + file LICENSE

Description

Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, and Hoeffding's D; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0> and Hollander et al. (2015, ISBN:9780470387375).

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

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Dependencies Reverse dependencies Rcpp CondCopulas ElliptCopulas MMDCopula svines wdnet portvine rvinecopulib vinereg correlation lcopula wdm

Version History

new 0.2.6 Mar 9, 2026