Dependency Coefficients
Overview
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) doi:10.2478/demo-2014-0004; Liebscher (2017) doi:10.1515/demo-2017-0012; Liebscher (2021): https://arfjournals.com/image/catalog/Journals%20Papers/AJSS/No%202%20(2021)/4-AJSS_123-150.pdf; Liebscher (2021): Kendall regression coefficient. Computational Statistics and Data Analysis 157. 107140.
- New function kendtaum()evaluating the multivariate Kendall's tau according to Joe (1990) and its condidence interval
- New function kendrm() evaluating the multivariate Kendall regression coefficient and its condidence interval
- modified output of zetac(), xic: additional confidence intervals and standard error
- modified output of kendr(): additional confidence intervals and standard error
- Improved algorithms in spearr(), kendr(),
*
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 11 (1 internal)
- Examples that run
- 100%10 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 89%
- Return-value docs
- 100%
- Help pages citing references
- 91%
Downloads
Dependencies
Installing depcoeff adds 10 packages (7 with compiled code, 8.8 MB of source tarballs). Heaviest: copula 3.5 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 1.0.1Latest
- RR 4.6.0 released · 2026-04-24
- unarchivedReturned to CRAN2026-01-20
- 0.1.12026-01-20 · diff ↗
- archivedRemoved from CRAN2026-01-15issues were not addressed in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.0.12020-01-23
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-01-23
- Total releases
- 3 / 6 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 16 KB
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