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IndepTest: Nonparametric Independence Tests Based on Entropy Estimation
Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <http://mi.mathnet.ru/eng/ppi797>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.
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Package details |
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| Author | Thomas B. Berrett <t.berrett@statslab.cam.ac.uk> [aut], Daniel J. Grose <dan.grose@lancaster.ac.uk> [cre,ctb], Richard J. Samworth <r.samworth@statslab.cam.ac.uk> [aut] |
| Maintainer | Daniel Grose <dan.grose@lancaster.ac.uk> |
| License | GPL |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
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