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>.
Package details |
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Maintainer | Luca Weihs <lucaw@uw.edu> |
License | GPL (>= 3) |
Version | 1.1.4 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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