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).
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Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.2.4 |
| URL | https://github.com/tnagler/wdm-r |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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