LIStest: Tests of independence based on the Longest Increasing Subsequence

Tests for independence between X and Y computed from a paired sample (x1,y1),...(xn,yn) of (X,Y), using one of the following statistics (a) the Longest Increasing Subsequence (Ln), (b) JLn, a Jackknife version of Ln or (c) JLMn, a Jackknife version of the longest monotonic subsequence. This family of tests can be applied under the assumption of continuity of X and Y.

AuthorJ. E. Garcia and V. A. Gonzalez-Lopez
Date of publication2014-03-12 23:17:20
MaintainerJ. E. Garcia <jg@ime.unicamp.br>
LicenseGPL-2
Version2.1

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