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