wdm (0.1.1)

Weighted Dependence Measures.


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) and Hollander et al. (2015, ISBN:9780470387375).

Maintainer: Thomas Nagler
Author(s): Thomas Nagler [aut, cre]

License: MIT + file LICENSE

Uses: Rcpp, Hmisc, copula, testthat, covr

Released 7 months ago.