Lucaweihs/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) time following the algorithm of Heller and Heller (2016) <arXiv:1605.08732> building off of the work 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) <arXiv:1602.04387>.

Getting started

Package details

MaintainerLuca Weihs <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
Lucaweihs/TauStar documentation built on May 8, 2019, 11:53 p.m.