wdm-package: Weighted Dependence Measures

wdm-packageR Documentation

Weighted Dependence Measures

Description

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).

Details

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tnagler/wdm-r documentation built on Aug. 25, 2023, 11:11 a.m.