Performs three ranking-based nonparametric tests for the independence of two continuous variables: (1) the classical Hoeffding's D test; (2) a refined variant of it, named R; (3) the Bergsma-Dassios T* sign covariance. The first test is consistent assuming an absolutely continuous bivariate distribution, i.e., the population coefficient D=0 iff the variables are independent. The latter two are consistent under no restriction on the distribution. All three statistics are computed in time O(n log n) given n iid paired samples. The computation of R and T* uses a new algorithm, following work of Even-Zohar and Leng (2019), see <arXiv:2010.09712>, <arXiv:1911.01414>.
| Version: | 1.0.1 |
| Imports: | Rcpp (≥ 1.0.5) |
| LinkingTo: | Rcpp |
| Suggests: | TauStar, testthat |
| Published: | 2020-11-05 |
| Author: | Chaim Even-Zohar [aut, cre] |
| Maintainer: | Chaim Even-Zohar <chaim at ucdavis.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | independence results |
| Reference manual: | independence.pdf |
| Package source: | independence_1.0.1.tar.gz |
| Windows binaries: | r-devel: independence_1.0.1.zip, r-release: independence_1.0.1.zip, r-oldrel: independence_1.0.1.zip |
| macOS binaries: | r-release: independence_1.0.1.tgz, r-oldrel: independence_1.0.1.tgz |
| Old sources: | independence archive |
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