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:1911.01414> and references therein.

Version: | 1.0 |

Imports: | Rcpp (≥ 1.0.5) |

LinkingTo: | Rcpp |

Suggests: | TauStar, testthat |

Published: | 2020-08-24 |

Author: | Chaim Even-Zohar [aut, cre] |

Maintainer: | Chaim Even-Zohar <chaim at ucdavis.edu> |

License: | GPL (≥ 3) |

NeedsCompilation: | yes |

CRAN checks: | independence results |

Reference manual: | independence.pdf |

Package source: | independence_1.0.tar.gz |

Windows binaries: | r-devel: independence_1.0.zip, r-release: independence_1.0.zip, r-oldrel: independence_1.0.zip |

macOS binaries: | r-release: independence_1.0.tgz, r-oldrel: independence_1.0.tgz |

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