U-Statistic Permutation Tests of Independence for all Data Types

Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) , and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.