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HellerHellerGorfine tests are a set of powerful statistical tests of multivariate ksample homogeneity and independence (Heller et. al., 2013, <doi:10.1093/biomet/ass070>). For the univariate case, the package also offers implementations of the 'MinP DDP' and 'MinP ADP' tests by Heller et. al. (2016), which are consistent against all continuous alternatives but are distributionfree, and are thus much faster to apply.
Package details 


Author  Barak Brill & Shachar Kaufman, based in part on an earlier implementation by Ruth Heller and Yair Heller. 
Maintainer  Barak Brill <barakbri@mail.tau.ac.il> 
License  GPL3 
Version  2.3.4 
URL  https://github.com/barakbri/HHG 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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