Measuring Multivariate Dependence Using Distance Multivariance
Overview
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.
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
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'.
- NOTE8 OK, 5 NOTENow
- NOTE11 OK, 2 NOTE2026-07-16
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- 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
Dependencies
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.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 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
- 2.4.1Latest
- RR 4.1.0 released · 2021-05-18
- 2.4.0
- RR 4.0.0 released · 2020-04-24
- 2.3.02020-04-23 · diff ↗ ·
added 4 exports
copula.multicorrelation, copula.multicorrelation.test, copula.multivariance, emp.transf - 2.2.0
- RR 3.6.0 released · 2019-04-26
- 2.1.02019-03-19 · diff ↗
- 2.0.0
- 1.2.12019-01-05 · diff ↗
- 1.2.0
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- RR 3.5.0 released · 2018-04-23
- 1.1.02018-01-10 · diff ↗ ·
added 8 exports
clean.graph, dependence.structure, m.multivariance, multivariances.all, resample.multivariance, resample.pvalue, resample.rejection.level, sample.cols - 1.0.52017-11-02
- RR 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
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