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*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>.

AuthorLuca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)
Date of publication2016-02-17 00:11:08
MaintainerLuca Weihs <lucaw@uw.edu>
LicenseGPL (>= 3)
Version1.1.0

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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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.