jeffjyan/MDD: Conditional Mean Independence Testing via Martingale Difference Divergence

Conditional mean independence tests based on martingale difference divergence and martingale difference correlation, where variables can be either scaler or vector.

Getting started

Package details

AuthorJian (Jeff) Yan
MaintainerJian (Jeff) Yan <jian@stat.tamu.edu>
LicenseGPL-3
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jeffjyan/MDD")
jeffjyan/MDD documentation built on Dec. 9, 2019, 12:16 a.m.