IndependenceTests: Non-Parametric Tests of Independence Between Random Vectors

Functions for non-parametric tests of independence (mutual or serial) between some quantitative random vectors, as described in Bilodeau M. and Lafaye de Micheaux P. (2009) <doi:10.1016/j.jspi.2008.11.006>, in Beran R., Bilodeau M. and Lafaye de Micheaux P. (2007) <doi:10.1016/j.jmva.2007.01.009> and in Fan Y., Lafaye de Micheaux P., Penev S. and Salopek D. (2017) <doi:10.1016/j.jmva.2016.09.014>.

Getting started

Package details

AuthorPierre Lafaye De Micheaux [aut, cre], Martin Bilodeau [aut], Yanan Fan [aut], Spiridon Penev [aut], Donna Salopek [aut], Cleve Moler [cph] (LAPACK/BLAS routines in src), Jack Dongarra [cph] (LAPACK/BLAS routines in src), Richard Hanson [cph] (LAPACK/BLAS routines in src), Sven Hammarling [cph] (LAPACK/BLAS routines in src), Jeremy Du Croz [cph] (LAPACK/BLAS routines in src)
MaintainerPierre Lafaye De Micheaux <lafaye@unsw.edu.au>
LicenseGPL (>= 2)
Version0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("IndependenceTests")

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IndependenceTests documentation built on Dec. 18, 2020, 5:08 p.m.