tnagler/wdm-r: 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).

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.2.2
URL https://github.com/tnagler/wdm-r
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tnagler/wdm-r")
tnagler/wdm-r documentation built on Aug. 6, 2020, 3:38 p.m.