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multivariance

2.4.1Package record

Measuring Multivariate Dependence Using Distance Multivariance

0packages depend
3.2Kdownloads / year
70.3%test coverage
8/13flavors OK

Overview

About

Distance multivariance is a measure of dependence which can be used to detect and quantify dependence of arbitrarily many random vectors. The necessary functions are implemented in this packages and examples are given. It includes: distance multivariance, distance multicorrelation, dependence structure detection, tests of independence and copula versions of distance multivariance based on the Monte Carlo empirical transform. Detailed references are given in the package description, as starting point for the theoretic background we refer to: B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using the Unifying Concept of Distance Multivariance. Open Statistics, Vol. 1, No. 1 (2020), doi:10.1515/stat-2020-0001.

Changes in 2.4.1

Updates

  • accommodate changes of the required package 'Rcpp'

New Features

  • 'emp.transf' has now the option "continuous". If TRUE it provides the classical (non-Monte-Carlo) transformation by the empirical distribution function, which is a reasonable choice for data of continuous distributions.

From inst/NEWS in the release

Install

Health

CRAN checks
5NOTE8OK
Check messages
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names:
  multivariance/R/multivariance-functions.R (.Dim: 2)
'.Dim' should be changed to 'dim'.

CRAN check page ↗

Slowest check: 3.2 min · r-devel-windows-x86_64
Status changes
  • NOTE8 OK, 5 NOTENow
  • NOTE11 OK, 2 NOTE2026-07-16
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.4.1
READMENoVignettesNoNEWSYes · 100% structured · mentions 2.4.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
67 (30 internal)includes a package overview page
Examples that run
79%22 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 5 hold no code
Exported functions with examples
67%
Documented parameters
98%
Return-value docs
43%
Help pages citing references
33% with a bibliography file

Downloads

3.2K
CRAN downloads in the past year
Rank #13,023 · ~9/day · ~264/mo
Daily download trend is not available in this view yet.
29130 days
88190 days
3.2K1 year
Compare downloads with other packages →
Also on350 r2u3 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing multivariance adds 11 packages (8 with compiled code, 9.8 MB of source tarballs). Heaviest: igraph 4.8 MB, Rcpp 1.8 MB, vctrs 1.0 MB.

Depends (1)
R >= 3.3.0
Imports (5)
LinkingTo (1)
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (2)
Author, Maintainer since 1.0.5 (2017)
Releases (10)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 2.4.1Latest
    record
    2021-10-06 · current release · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 2.4.0
    record
    2020-12-10 · diff ↗ ·
    added 2 exports
    CMcor, Mcor
  • R
    R 4.0.0 released · 2020-04-24
  • 2.3.0
    record
    2020-04-23 · diff ↗ ·
    added 4 exports
    copula.multicorrelation, copula.multicorrelation.test, copula.multivariance, emp.transf
  • 2.2.0
    record
    2019-06-18 · diff ↗ ·
    added 1 export
    layout_on_circles
  • R
    R 3.6.0 released · 2019-04-26
  • 2.1.0
    record
    2019-03-19 · diff ↗
  • 2.0.0
    record
    2019-02-06 · diff ↗ ·
    added 3 exports
    fastEuclideanCdm, multivariance.test, multivariance.timing
  • 1.2.1
    record
    2019-01-05 · diff ↗
  • 1.2.0
    record
    2018-09-13 · diff ↗ ·
    added 4 exports
    fastdist, pearson.pvalue, pearson.qf, sample.cdms
Show 4 earlier eventsHide 4 earlier events
  • R
    R 3.5.0 released · 2018-04-23
  • 1.1.0
    record
    2018-01-10 · diff ↗ ·
    added 8 exports
    clean.graph, dependence.structure, m.multivariance, multivariances.all, resample.multivariance, resample.pvalue, resample.rejection.level, sample.cols
  • 1.0.5
    record
    2017-11-02
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-11-02
Total releases
10 / 9 yrs
License
GPL-3 OSI
Minimum R
≥ 3.3.0
Bundled data
42 KB / 5 files
Download size
121 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("multivariance")
Böttcher, B., & Keller-Ressel, M. (2021). multivariance: Measuring Multivariate Dependence Using Distance Multivariance (Version 2.4.1) [Computer software]. https://doi.org/10.32614/CRAN.package.multivariance

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for multivariance version 2.4.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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