TauStar: Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance
Version 1.1.3

Computes the t* statistic corresponding to the tau* population coefficient introduced by Bergsma and Dassios (2014) and does so in O(n^2) time following the algorithm of Heller and Heller (2016) building off of the work of Weihs, Drton, and Leung (2016) . Also allows for independence testing using the asymptotic distribution of t* as described by Nandy, Weihs, and Drton (2016) .

Package details

AuthorLuca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)
Date of publication2017-03-21 06:50:26 UTC
MaintainerLuca Weihs <[email protected]>
LicenseGPL (>= 3)
Version1.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TauStar")

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TauStar documentation built on May 29, 2017, 3 p.m.