HellCor: The Hellinger Correlation

Empirical value of the Hellinger correlation, which is a new measure of dependence between two continuous random variables that satisfies a set of 7 axioms that any valid measure of dependence should satisfy. More details can be found in Geenens and Lafaye De Micheaux (2018) <arXiv:1810.10276>.

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Package details

AuthorGery Geenens [aut], Pierre Lafaye De Micheaux [aut, cre]
MaintainerPierre Lafaye De Micheaux <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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HellCor documentation built on Nov. 3, 2018, 1:04 a.m.