Measuring Copula-Based Dependence Between Random Vectors R package VecDep version 0.1.3 Provides functions for estimation (parametric, semi-parametric and non-parametric) of copula-based dependence coefficients between a finite collection of random vectors, including phi-dependence measures and Bures-Wasserstein dependence measures. An algorithm for agglomerative hierarchical variable clustering is also implemented. Following the articles De Keyser & Gijbels (2024) <doi:10.1016/j.jmva.2024.105336>, De Keyser & Gijbels (2024) <doi:10.1016/j.ijar.2023.109090>, and De Keyser & Gijbels (2024) <doi:10.48550/arXiv.2404.07141>. Software Depends: R (>= 4.4.0) Imports: ElliptCopulas (>= 0.1.4.1), HAC (>= 1.1-1), hash (>= 2.2.6.3), sets (>= 1.0-25), covglasso (>= 1.0.3), expm (>= 1.0-0), magic (>= 1.6-1), pbapply (>= 1.7-2), Rmpfr (>= 0.9-5), reticulate (>= 1.39.0), gtools (>= 3.9.5) Suggests: mvtnorm, ggplot2, extraDistr, fossil, dendextend, copula, knitr, rmarkdown, testthat (>= 3.0.0) Steven De Keyser <steven.dekeyser@kuleuven.be> Comprehensive R Archive Network (CRAN) Steven De Keyser [aut, cre] (ORCID: <https://orcid.org/0000-0002-3469-8692>), Irène Gijbels [ctb] (ORCID: <https://orcid.org/0000-0002-4443-9803>) GPL-3 2024-11-14 application/tgz https://CRAN.R-project.org/package=VecDep doi:10.32614/CRAN.package.VecDep en-US