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) .


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Reference manual

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install.packages("HellCor")

1.2 by Pierre Lafaye De Micheaux, 6 months ago


Browse source code at https://github.com/cran/HellCor


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats

Depends on energy


See at CRAN