Package: independence
Type: Package
Title: Fast Rank-Based Independence Testing
Version: 1.0.1
Date: 2020-10-23
Authors@R: person("Chaim", "Even-Zohar", email = "chaim@ucdavis.edu", role = c("aut", "cre"))
Maintainer: Chaim Even-Zohar <chaim@ucdavis.edu>
Description: 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>.
License: GPL (>= 3)
Imports: Rcpp (>= 1.0.5)
LinkingTo: Rcpp
Suggests: TauStar, testthat
Encoding: UTF-8
RoxygenNote: 7.1.1
NeedsCompilation: yes
Packaged: 2020-10-23 12:13:29 UTC; cevenzohar
Author: Chaim Even-Zohar [aut, cre]
Repository: CRAN
Date/Publication: 2020-11-05 10:40:05 UTC
