copula.multicorrelation.test {multivariance} | R Documentation |
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.
copula.multicorrelation.test(x, vec = 1:ncol(x), ...)
x |
matrix, each row is a sample |
vec |
vector which indicates which columns are treated as one sample |
... |
these are passed to |
For the theoretic background see the reference [5] given on the main help page of this package: multivariance-package.