Performs three ranking-based nonparametric tests for the independence of two continuous variables: (1) the classical Hoeffding's D test; (2) a refined variant of it, named R; (3) the Bergsma-Dassios T* sign covariance. The first test is consistent assuming an absolutely continuous bivariate distribution, i.e., the population coefficient D=0 iff the variables are independent. The latter two are consistent under no restriction on the distribution. All three statistics are computed in time O(n log n) given n iid paired samples. The computation of R and T* uses a new algorithm, following work of Even-Zohar and Leng (2019), see <arXiv:2010.09712>, <arXiv:1911.01414>.
Package details |
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Author | Chaim Even-Zohar [aut, cre] |
Maintainer | Chaim Even-Zohar <chaim@ucdavis.edu> |
License | GPL (>= 3) |
Version | 1.0.1 |
Package repository | View on CRAN |
Installation |
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