Multicovariance and Multicorrelation for p-Variables

Implements the multicorrelation coefficient for p-variables as described in Cankaya (2023). The package provides a numerically stable implementation using logarithmic transformations and a log-sum-exp approach to reduce numerical overflow and underflow when calculations involve a large number of variables.


Reference manual

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install.packages("multiCorr")

0.1.0 by Mehmet Niyazi Cankaya, 21 days ago


Browse source code at https://github.com/cran/multiCorr


Authors: Mehmet Niyazi Cankaya [aut, cre]


Documentation:   PDF Manual  


GPL-3 license



See at CRAN