Fast Rank-Based Independence Testing

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 and references therein.


News

Reference manual

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

install.packages("independence")

1.0 by Chaim Even-Zohar, 2 months ago


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


Authors: Chaim Even-Zohar [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp

Suggests TauStar, testthat

Linking to Rcpp


See at CRAN