Quantification of Multivariate Dependence

Documentation for package ‘qmd’ version 1.1.2

.adaptive_masses	Returns the sizes of the adaptive bins used for the adaptive ECBC for one vector.
.CB_make_cumulative_df	Returns a list of reverse cumulative margins of a CB copula. The nth entry is thus the copula of X1,...,Xn
.EACBC	Calculates an empirical CB approximation with adaptive bin sizes. This will be faster on data with many ties.
.EACBC_nonzero	Returns non 0 entries of the EACBC
.ECBC	Calculates the empirical checkerboard approximation to some data.
.local_kernel_integral	Computes the D1-difference of two CB matrizes on a local CB dimension
.random_CB	Creates a random CB copula of resolution 2^steps
.sample_CB	Generate a sample of some CB copula-
ECBC	Compute empirical checkerboard copula in arbitrary dimension
feature_selection	Variable selection using the qmd-dependence values
qmd	Quantification of Multivariate Dependence
qmdrank	Equivalent to rank(x, ties.method = "max") but not as stupidly slow
seq_until_changes	Returns a vector
zeta1	Multivariate dependence measure