IndependenceTests: Non-Parametric Tests of Independence Between Random Vectors

Functions for non-parametric tests of independence (mutual or serial) between some quantitative random vectors, as described in Bilodeau M. and Lafaye de Micheaux P. (2009) <doi:10.1016/j.jspi.2008.11.006>, in Beran R., Bilodeau M. and Lafaye de Micheaux P. (2007) <doi:10.1016/j.jmva.2007.01.009> and in Fan Y., Lafaye de Micheaux P., Penev S. and Salopek D. (2017) <doi:10.1016/j.jmva.2016.09.014>.

Version: 0.5
Depends: R (≥ 2.6.0), xtable, CompQuadForm, MASS, Runuran, parallel
Published: 2020-12-18
Author: Pierre Lafaye De Micheaux [aut, cre], Martin Bilodeau [aut], Yanan Fan [aut], Spiridon Penev [aut], Donna Salopek [aut], Cleve Moler [cph] (LAPACK/BLAS routines in src), Jack Dongarra [cph] (LAPACK/BLAS routines in src), Richard Hanson [cph] (LAPACK/BLAS routines in src), Sven Hammarling [cph] (LAPACK/BLAS routines in src), Jeremy Du Croz [cph] (LAPACK/BLAS routines in src)
Maintainer: Pierre Lafaye De Micheaux <lafaye at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: For LAPACK/BLAS routines in src (Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University).
NeedsCompilation: yes
Citation: IndependenceTests citation info
CRAN checks: IndependenceTests results


Reference manual: IndependenceTests.pdf
Package source: IndependenceTests_0.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: IndependenceTests_0.5.tgz, r-oldrel: IndependenceTests_0.5.tgz
Old sources: IndependenceTests archive


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