independence: 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 <arXiv:2010.09712>, <arXiv:1911.01414>.

Version: 1.0.1
Imports: Rcpp (≥ 1.0.5)
LinkingTo: Rcpp
Suggests: TauStar, testthat
Published: 2020-11-05
Author: Chaim Even-Zohar [aut, cre]
Maintainer: Chaim Even-Zohar <chaim at ucdavis.edu>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: NEWS
CRAN checks: independence results

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Reference manual: independence.pdf
Package source: independence_1.0.1.tar.gz
Windows binaries: r-devel: independence_1.0.1.zip, r-release: independence_1.0.1.zip, r-oldrel: independence_1.0.1.zip
macOS binaries: r-release: independence_1.0.1.tgz, r-oldrel: independence_1.0.1.tgz
Old sources: independence archive

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