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 <> [aut], Daniel J. Grose <> [cre,ctb], Richard J. Samworth <> [aut]
MaintainerDaniel Grose <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the IndepTest package in your browser

Any scripts or data that you put into this service are public.

IndepTest documentation built on May 1, 2019, 10:24 p.m.