multivariance swMATH ID: 31266 Software Authors: Björn Böttcher, Martin Keller-Ressel Description: R package multivariance: Measuring Multivariate Dependence Using Distance Multivariance. Distance multivariance is a measure of dependence which can be used to detect and quantify dependence. The necessary functions are implemented in this packages, and examples are given. For the theoretic background we refer to the papers: B. Böttcher, Dependence and Dependence Structures: Estimation and Visualization Using Distance Multivariance. <arXiv:1712.06532>. B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. VMSTA, 2018, Vol. 5, No. 3, 353-383. <arXiv:1711.07778>. B. Böttcher, M. Keller-Ressel, R.L. Schilling, Distance multivariance: New dependence measures for random vectors. <arXiv:1711.07775>. G. Berschneider, B. Böttcher, On complex Gaussian random fields, Gaussian quadratic forms and sample distance multivariance. <arXiv:1808.07280>. Homepage: https://cran.r-project.org/web/packages/multivariance/index.html Source Code: https://github.com/cran/multivariance Dependencies: R Related Software: R; energy; IndependenceTests; TwoCop; dcortools; pgraph; FarmTest; MIM; GAMLSS; glasso; dHSIC; copula Cited in: 7 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Distance multivariance: new dependence measures for random vectors. Zbl 1467.62104Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L. 2019 all top 5 Cited by 13 Authors 3 Böttcher, Björn 2 Keller-Ressel, Martin 2 Schilling, René Leander 1 Boglioni Beaulieu, Guillaume 1 Edelmann, Dominic 1 Fan, Jianqing 1 Feng, Yang 1 Lafaye de Micheaux, Pierre 1 Ouimet, Frédéric 1 Quessy, Jean-François 1 Richards, Donald St. P. 1 Vogel, Daniel 1 Xia, Lucy all top 5 Cited in 6 Serials 2 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Statistics 1 Dependence Modeling 1 Modern Stochastics. Theory and Applications Cited in 2 Fields 7 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) Citations by Year