Quantification of Multivariate Dependence

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.


Reference manual

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install.packages("qmd")

1.1.3 by Lea Maislinger, a year ago


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


Authors: Lea Maislinger [aut, cre] , Florian Griessenberger [aut] , Robert R. Junker [aut] , Valentin Petztel [aut] , Wolfgang Trutschnig [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports qad, Rcpp, ggplot2, cowplot, dplyr, utils

Linking to Rcpp


See at CRAN