knnIndep: Independence tests and benchmarks

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This package provides the implementation of an exact formula of the ith nearest neighbour distance distribution and implementations of tests of independence based on that formula. Furthermore the package provides a general framework to benchmark tests of independence.

Author
Sebastian Dümcke <duemcke@mpipz.mpg.de>
Date of publication
2014-09-11 17:03:09
Maintainer
Sebastian Dümcke <duemcke@mpipz.mpg.de>
License
GPL (>= 3)
Version
2.0

View on CRAN

Man pages

benchmark.patchwork.copula
Benchmark function for a new type of non-functional...
calculate.power
Calculate power at a given significance level
generate.benchmark.data
Generating functional dependencies
generate.patchwork.copula
Generate data from a non-functional dependence
generate.paths
Generate all nearest neighbours distances for one point in a...
generate.roc
Generate ROC curve data
knnIndep-package
A package giving the formulas of an exact distribution of ith...
novelTest.chisq
A novel test of independence
novelTest.extreme
A novel test of independence
optimise.copula.mi
optimize the parameter 'c' of 'generate.patchwork.copula'
parameters
Central probabilty
P_ceq
Probability of observing the ith nearest neighbour at the...
P_cge_aeq
Probability of observing the ith nearest neighbour at a...
P_cge_ale
Probability of observing the ith nearest neighbour at a...
Pc_givena
Probability of observing the ith nearest neighbour at...
Pc_givena4nn
Probability of observing the ith nearest neighbour at...
P_di
Probability distribution of the distance to the ith nearest...
power.plot
Plot power of benchmarked tests of independence
roc.plot
Plot a ROC
run.tests
Run several tests of independence on a benchmark of different...

Files in this package

knnIndep
knnIndep/NAMESPACE
knnIndep/R
knnIndep/R/run.tests.R
knnIndep/R/benchmark.patchwork.copula.R
knnIndep/R/calculate.power.R
knnIndep/R/roc.plot.R
knnIndep/R/optimise.copula.mi.R
knnIndep/R/P_cge_ale.R
knnIndep/R/generate.benchmark.data.R
knnIndep/R/P_di.R
knnIndep/R/P_cge_aeq.R
knnIndep/R/novelTest.extreme.R
knnIndep/R/Pc_givena.R
knnIndep/R/generate.patchwork.copula.R
knnIndep/R/power.plot.R
knnIndep/R/Pc_givena4nn.R
knnIndep/R/generate.roc.R
knnIndep/R/novelTest.extreme4nn.R
knnIndep/R/generate.paths.R
knnIndep/R/novelTest.chisq4nn.R
knnIndep/R/novelTest.chisq.R
knnIndep/R/parameters.R
knnIndep/R/P_ceq.R
knnIndep/MD5
knnIndep/DESCRIPTION
knnIndep/man
knnIndep/man/generate.patchwork.copula.Rd
knnIndep/man/optimise.copula.mi.Rd
knnIndep/man/P_cge_aeq.Rd
knnIndep/man/calculate.power.Rd
knnIndep/man/roc.plot.Rd
knnIndep/man/run.tests.Rd
knnIndep/man/generate.paths.Rd
knnIndep/man/P_di.Rd
knnIndep/man/Pc_givena4nn.Rd
knnIndep/man/parameters.Rd
knnIndep/man/P_cge_ale.Rd
knnIndep/man/knnIndep-package.Rd
knnIndep/man/novelTest.chisq.Rd
knnIndep/man/benchmark.patchwork.copula.Rd
knnIndep/man/P_ceq.Rd
knnIndep/man/novelTest.extreme.Rd
knnIndep/man/generate.roc.Rd
knnIndep/man/generate.benchmark.data.Rd
knnIndep/man/power.plot.Rd
knnIndep/man/Pc_givena.Rd