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depcoeff (version 0.1.1)

Dependency Coefficients

Description

Functions to compute coefficients measuring the dependence of two or more than two variables. The functions can be deployed to gain information about functional dependencies of the variables with emphasis on monotone functions. The statistics describe how well one response variable can be approximated by a monotone function of other variables. In regression analysis the variable selection is an important issue. In this framework the functions could be useful tools in modeling the regression function. Detailed explanations on the subject can be found in papers Liebscher (2014) ; Liebscher (2017) ; Liebscher (2021): ; Liebscher (2021): Kendall regression coefficient. Computational Statistics and Data Analysis 157. 107140.

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Version

Install

install.packages('depcoeff')

Monthly Downloads

268

Version

0.1.1

License

GPL-2

Maintainer

Eckhard Liebscher

Last Published

January 20th, 2026

Functions in depcoeff (0.1.1)

spearrs

Spearman regression coefficient for split domains
zetapm

Zeta dependence coefficient of piecewise monotonicity
zetaci

Zeta coefficient of piecewise monotonicity with split domain
kendr

Kendall regression coefficient
zetac

Zeta dependence coefficient
coeffpml

coeffpml
kendrs

Kendall regression coefficient for split domains
spearr

Spearman regression coefficient