Measuring Copula-Based Dependence Between Random Vectors
Overview
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.
- Adjustments to examples in bwd1asR0.R and bwd2asR0.R
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 32
- Examples that run
- 61%19 run in a plain check · 12 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 97%
- Documented parameters
- 97%
- Return-value docs
- 100%
- Help pages citing references
- 91%
- EstPhiNestedGumbel HTML
Downloads
Repository
Stars over time
4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/stevendekeyser98/vecdep on 2026-10-11.
Dependencies
Installing VecDep adds 35 packages (22 with compiled code, 17 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.1.3Latest2024-11-14 · current release
- RR 4.4.0 released · 2024-04-24
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
Cite
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