mdd: Martingale Difference Divergence and Correlation Statistics
In jeffjyan/MDD: Conditional Mean Independence Testing via Martingale Difference Divergence
Description
Usage
Arguments
Value
References
Examples
Description
Sample martingale difference divergence and sample martingale difference correlation between X and Y
Usage
1
mdd(X, Y)
Arguments
X
distances or data of first sample
Y
distances or data of second sample
Value
mdd returns a list containing
MDD: sample martingale difference divergence
MDC: sample martingale difference correlation
References
Shao, Xiaofeng, and Jingsi Zhang. "Martingale difference correlation and its use in high-dimensional variable screening." Journal of the American Statistical Association 109.507 (2014): 1302-1318.
Examples
1
2
3
jeffjyan/MDD documentation built on Dec. 9, 2019, 12:16 a.m.
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Description Usage Arguments Value References Examples
Description
Sample martingale difference divergence and sample martingale difference correlation between X and Y
Usage
1 | mdd(X, Y)
|
Arguments
X |
distances or data of first sample |
Y |
distances or data of second sample |
Value
mdd returns a list containing
MDD: sample martingale difference divergence
MDC: sample martingale difference correlation
References
Shao, Xiaofeng, and Jingsi Zhang. "Martingale difference correlation and its use in high-dimensional variable screening." Journal of the American Statistical Association 109.507 (2014): 1302-1318.
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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