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) <>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.

Getting started

Package details

AuthorThomas B. Berrett <[email protected]> [aut], Daniel J. Grose <[email protected]> [cre,ctb], Richard J. Samworth <[email protected]> [aut]
MaintainerDaniel Grose <[email protected]>
Package repositoryView on CRAN
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IndepTest documentation built on May 1, 2019, 10:24 p.m.