copula.multivariance {multivariance} | R Documentation |
Formally it is nothing but distance multivariance applied to the Monte Carlo emprical transform of the data. Hence its values vary for repeated runs.
copula.multivariance(x, vec = 1:ncol(x), type = "total", ...)
x |
either a data matrix or a list of doubly centered distance matrices |
vec |
if x is a matrix, then this indicates which columns are treated together as one sample; if x is a list, these are the indexes for which the multivariance is calculated. The default is all columns and all indexes, respectively. |
type |
default: "total.lower.upper", for details and other options see below |
... |
these are passed to |
For the theoretic background see the reference [5] given on the main help page of this package: multivariance-package.