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.
|Author||Thomas B. Berrett <[email protected]> [aut], Daniel J. Grose <[email protected]> [cre,ctb], Richard J. Samworth <[email protected]> [aut]|
|Maintainer||Daniel Grose <[email protected]>|
|Package repository||View on CRAN|
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