The Hellinger Correlation

Empirical value of the Hellinger correlation, a new measure of dependence between two continuous random variables that satisfies a set of 7 desirable axioms (existence, symmetry, normalisation, characterisation of independence, weak Gaussian conformity, characterisation of pure dependence, generalised Data Processing Inequality). More details can be found in Geenens and Lafaye De Micheaux (2018) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.2 by Pierre Lafaye De Micheaux, 6 months ago

Browse source code at

Authors: Gery Geenens [aut] , Pierre Lafaye De Micheaux [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats

Depends on energy

See at CRAN