qmd (version 1.1.3)

Quantification of Multivariate Dependence

Description

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

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Version

Install

install.packages('qmd')

Monthly Downloads

409

Version

1.1.3

License

GPL (>= 2)

Maintainer

Lea Maislinger

Last Published

July 2nd, 2025

Functions in qmd (1.1.3)

.EACBC

Calculates an empirical CB approximation with adaptive bin sizes. This will be faster on data with many ties.

.ECBC

Calculates the empirical checkerboard approximation to some data.

.adaptive_masses

Returns the sizes of the adaptive bins used for the adaptive ECBC for one vector.

ECBC

Compute empirical checkerboard copula in arbitrary dimension

.EACBC_nonzero

Returns non 0 entries of the EACBC

.CB_make_cumulative_df

Returns a list of reverse cumulative margins of a CB copula. The nth entry is thus the copula of X1,...,Xn

.local_kernel_integral

Computes the D1-difference of two CB matrizes on a local CB dimension

.random_CB

Creates a random CB copula of resolution 2^steps

.sample_CB

Generate a sample of some CB copula-

feature_selection

Variable selection using the qmd-dependence values

qmdrank

Equivalent to rank(x, ties.method = "max") but not as stupidly slow

qmd

Quantification of Multivariate Dependence

zeta1

Multivariate dependence measure

seq_until_changes

Returns a vector