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AUKtest
View on CRAN: Click
here
Download and install AUKtest package within the R console
Install from CRAN:
install.packages("AUKtest")
Install from Github:
library("remotes")
install_github("cran/AUKtest") Install by package version:
library("remotes")
install_version("AUKtest", "0.1.0") Attach the package and use:
library("AUKtest")
Maintained by
Nikos Papantonis
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[Scholar Profile | Author Map]
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First Published: 2026-02-09
Latest Update: 2026-02-09
Description:
Computes the Area Under the Kendall (AUK) estimator for multivariate independence. The AUK estimator is based on the survival copula and quantifies the deviation from the null hypothesis of independence. The methodology implemented in this package is based on the work of 'Afendras', 'Markatou', and 'Papantonis' (2025) <doi:10.1016/j.jmva.2025.105589>.
How to cite:
Nikos Papantonis (2026). AUKtest: Calculate the AUK Estimator. R package version 0.1.0, https://cran.r-project.org/web/packages/AUKtest. Accessed 24 Oct. 2026.
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