wdm: Weighted Dependence Measures

Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, and Hoeffding's D; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0> and Hollander et al. (2015, ISBN:9780470387375).

Package details

AuthorThomas Nagler [aut, cre]
MaintainerThomas Nagler <mail@tnagler.com>
LicenseMIT + file LICENSE
Version0.2.4
URL https://github.com/tnagler/wdm-r
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wdm")

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wdm documentation built on Aug. 11, 2023, 1:09 a.m.