copula.multicorrelation.test {multivariance}

independence tests using the copula versions of distance multivariance

Description

Formally it is nothing but tests for distance multivariance applied to the Monte Carlo emprical transform of the data. Hence its values vary for repeated runs.

Usage

copula.multicorrelation.test(x, vec = 1:ncol(x), ...)

Arguments

x

matrix, each row is a sample

vec

vector which indicates which columns are treated as one sample

...

these are passed to cdm

References

For the theoretic background see the reference [5] given on the main help page of this package: multivariance-package.