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

Computes the t* statistic corresponding to the tau* population coefficient introduced by Bergsma and Dassios (2014) <DOI:10.3150/13-BEJ514> and does so in O(n^2) time following the algorithm of Heller and Heller (2016) <arXiv:1605.08732> building off of the work of Weihs, Drton, and Leung (2016) <DOI:10.1007/s00180-015-0639-x>. Also allows for independence testing using the asymptotic distribution of t* as described by Nandy, Weihs, and Drton (2016) <arXiv:1602.04387>.

Package details

AuthorLuca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)
MaintainerLuca Weihs <lucaw@uw.edu>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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TauStar documentation built on May 1, 2019, 9:59 p.m.