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USP: U-Statistic Permutation Tests of Independence for all Data Types
Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) <arXiv:2001.05513>, and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.
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Package details |
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| Author | Thomas B. Berrett <tom.berrett@warwick.ac.uk> [aut,cre], Ioannis Kontoyiannis <yiannis@maths.cam.ac.uk> [aut], Richard J. Samworth <r.samworth@statslab.cam.ac.uk> [aut] |
| Maintainer | Thomas B. Berrett <tom.berrett@warwick.ac.uk> |
| License | MIT + file LICENSE |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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