copula.multicorrelation {multivariance} | R Documentation |
Formally it is nothing but distance multicorrelation applied to the Monte Carlo emprical transform of the data. Hence its values vary for repeated runs.
copula.multicorrelation(x, vec = 1:ncol(x), ...)
CMcor(x, vec = 1:ncol(x), ...)
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. |
... |
are passed to |
For the theoretic background see the reference [5] given on the main help page of this package: multivariance-package.