zejin/EDMeasure: Energy-Based Dependence Measures

Implementations of (1) mutual dependence measures and mutual independence tests in Jin, Z., and Matteson, D. S. (2017) <arXiv:1709.02532>; (2) independent component analysis methods based on mutual dependence measures in Jin, Z., and Matteson, D. S. (2017) <arXiv:1709.02532> and Pfister, N., et al. (2018) <doi:10.1111/rssb.12235>; (3) conditional mean dependence measures and conditional mean independence tests in Shao, X., and Zhang, J. (2014) <doi:10.1080/01621459.2014.887012>, Park, T., et al. (2015) <doi:10.1214/15-EJS1047>, and Lee, C. E., and Shao, X. (2017) <doi:10.1080/01621459.2016.1240083>.

install.packages("remotes")
remotes::install_github("zejin/EDMeasure")