wdm

Weighted Dependence Measures

v0.2.6 · Jan 7, 2025 · MIT + file LICENSE

Description

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) <doi:10.1007/0-387-28678-0> and Hollander et al. (2015, ISBN:9780470387375).

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	56.1s
r-devel-linux-x86_64-debian-gcc	OK	41.9s
r-devel-linux-x86_64-fedora-clang	OK	84.6s
r-devel-linux-x86_64-fedora-gcc	OK	92.3s
r-devel-macos-arm64	OK	16s
r-devel-windows-x86_64	OK	93s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	51s
r-oldrel-windows-x86_64	OK	113s
r-patched-linux-x86_64	OK	53.8s
r-release-linux-x86_64	OK	51.8s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	50s
r-release-windows-x86_64	OK	90s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (11)

imports

CondCopulas ElliptCopulas MMDCopula TSEAL svines wdnet

linking_to

portvine rvinecopulib svines vinereg

suggests

correlation lcopula

Dependency Network

Version History

new 0.2.6 Mar 10, 2026

updated 0.2.6 ← 0.2.4 diff Jan 6, 2025

updated 0.2.4 ← 0.2.3 diff Aug 9, 2023

updated 0.2.3 ← 0.2.2 diff Mar 16, 2022

updated 0.2.2 ← 0.2.1 diff Aug 1, 2020

updated 0.2.1 ← 0.2.0 diff Apr 10, 2019

updated 0.2.0 ← 0.1.1 diff Feb 6, 2019

updated 0.1.1 ← 0.1.0 diff Jun 12, 2018

new 0.1.0 May 29, 2018