Robust Test for Complete Independence in High-Dimensions
Test Statistics for Independence in High-Dimensional Datasets. This package consists of two functions to perform the complete independence test based on test statistics proposed by Bulut (unpublished yet) and suggested by Najarzadeh (2021) . The Bulut's statistic is not sensitive to outliers in high-dimensional data, unlike one of Najarzadeh (2021) . So, the Bulut's statistic can be performed robustly by using RDnp function.