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

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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*log(n)) time following the algorithm 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) <http://arxiv.org/abs/1602.04387>.

Author
Luca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)
Date of publication
2016-02-17 00:11:08
Maintainer
Luca Weihs <lucaw@uw.edu>
License
GPL (>= 3)
Version
1.1.0

View on CRAN

Man pages

binaryQuantileSearch
Quantiles of a distribution.
eigenForDiscreteProbs
Eigenvalues for discrete asymptotic distribution
isDiscrete
Determine if input data is discrete
isProb
Check if a Valid Probability
isProbVector
Check if Vector of Probabilities
isValidDataVector
Is Vector Valid Data?
pDisHoeffInd
Null asymptotic distribution of t* in the discrete case
pHoeffInd
Null asymptotic distribution of t* in the continuous case
pMixHoeffInd
Null asymptotic distribution of t* in the mixed case
print.tstest
Print Tau* Test Results
TauStar-package
Efficient Computation and Testing of the t* Statistic of...
tauStarTest
Test of Independence Using the Tau* Measure
tStar
Computing t*

Files in this package

TauStar
TauStar/tests
TauStar/tests/testthat.R
TauStar/tests/testthat
TauStar/tests/testthat/contDensityData.csv
TauStar/tests/testthat/test_tauStarTest.R
TauStar/tests/testthat/test_quantileFunctions.R
TauStar/tests/testthat/disLowerTailProbs.csv
TauStar/tests/testthat/mixLowerTailProbs.csv
TauStar/tests/testthat/test_CdfsPdfs.R
TauStar/tests/testthat/contLowTailProbs.csv
TauStar/tests/testthat/test_tStar.R
TauStar/tests/testthat/disDensityData.csv
TauStar/tests/testthat/mixDensityData.csv
TauStar/src
TauStar/src/AsymCdfIntegrandEvaluator.h
TauStar/src/Makevars
TauStar/src/misc.cpp
TauStar/src/rcpp_t_star.cpp
TauStar/src/red_black_tree.h
TauStar/src/AsymMixedPdfIntegrandEvaluator.h
TauStar/src/IntegrandEvaluator.h
TauStar/src/misc.h
TauStar/src/red_black_tree.cpp
TauStar/src/rcpp_numerical_cdf.cpp
TauStar/src/AsymMixedCdfIntegrandEvaluator.h
TauStar/src/AsymDiscretePdfIntegrandEvaluator.cpp
TauStar/src/AsymPdfIntegrandEvaluator.h
TauStar/src/AsymCdfIntegrandEvaluator.cpp
TauStar/src/AsymDiscretePdfIntegrandEvaluator.h
TauStar/src/AsymPdfIntegrandEvaluator.cpp
TauStar/src/AsymMixedCdfIntegrandEvaluator.cpp
TauStar/src/Makevars.win
TauStar/src/AsymDiscreteCdfIntegrandEvaluator.cpp
TauStar/src/RcppExports.cpp
TauStar/src/AsymDiscreteCdfIntegrandEvaluator.h
TauStar/src/AsymMixedPdfIntegrandEvaluator.cpp
TauStar/NAMESPACE
TauStar/R
TauStar/R/Functions.R
TauStar/R/RcppExports.R
TauStar/R/TauStar.R
TauStar/README.md
TauStar/MD5
TauStar/DESCRIPTION
TauStar/man
TauStar/man/pDisHoeffInd.Rd
TauStar/man/pMixHoeffInd.Rd
TauStar/man/isProbVector.Rd
TauStar/man/pHoeffInd.Rd
TauStar/man/isDiscrete.Rd
TauStar/man/eigenForDiscreteProbs.Rd
TauStar/man/print.tstest.Rd
TauStar/man/tStar.Rd
TauStar/man/isValidDataVector.Rd
TauStar/man/tauStarTest.Rd
TauStar/man/isProb.Rd
TauStar/man/TauStar-package.Rd
TauStar/man/binaryQuantileSearch.Rd