IndependenceTests: Nonparametric tests of independence between random vectors.

Functions for testing mutual independence between many numerical random vectors or serial independence of a multivariate stationary sequence. The proposed test works when some or all of the marginal distributions are singular with respect to Lebesgue measure.

Getting started

Package details

AuthorP Lafaye de Micheaux <[email protected]>, M Bilodeau <[email protected]>
MaintainerP Lafaye de Micheaux <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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IndependenceTests documentation built on May 29, 2017, 10:29 p.m.