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.

Install the latest version of this package by entering the following in R:
install.packages("IndependenceTests")
AuthorP Lafaye de Micheaux <lafaye@dms.umontreal.ca>, M Bilodeau <bilodeau@dms.umontreal.ca>
Date of publication2012-12-11 16:46:04
MaintainerP Lafaye de Micheaux <lafaye@dms.umontreal.ca>
LicenseGPL (>= 2)
Version0.2

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Files

MD5
TODO
R
R/A-dep-tests.R R/dependogram.R
src
src/dependogram.cpp
src/others
src/others/Cnp.cpp
src/others/combn.cpp
src/others/normeRnAwR.cpp
inst
inst/doc
inst/HISTORY
inst/CITATION
INDEX
NAMESPACE
man
man/A-dep-tests.Rd man/highschool.Rd man/dependogram.Rd man/dna.Rd
data
data/dna.rda
data/highschool.rda
DESCRIPTION

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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