README.md

In zejin/MDMeasure: Mutual Dependence Measures via Energy Statistics

MDMeasure

Overview

MDMeasure provides measures of mutual dependence and tests of mutual independence.

The two main parts are: - measuring mutual dependence - testing mutual independence

Measuring mutual dependence

The mutual dependence measures include: - asymmetric measure based on distance covariance - symmetric measure based on distance covariance - complete measure based on complete V-statistics - simplified complete measure based on incomplete V-statistics - asymmetric measure based on complete measure - simplified asymmetric measure based on simplified complete measure - symmetric measure based on complete measure - simplified symmetric measure based on simplified complete measure

Testing mutual independence

The mutual independence tests based on the mutual dependence measures are implemented as permutation tests.

Installation

# Install the released version from CRAN
install.packages("MDMeasure")

# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("zejin/MDMeasure")

zejin/MDMeasure documentation built on May 14, 2019, 10:36 p.m.