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independence
View on CRAN: Click
here
Download and install independence package within the R console
Install from CRAN:
install.packages("independence")
Install from Github:
library("remotes")
install_github("cran/independence")
Install by package version:
library("remotes")
install_version("independence", "1.0.1")
Attach the package and use:
library("independence")
Maintained by
Chaim Even-Zohar
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2020-08-24
Latest Update: 2023-08-19
Description:
Performs three ranking-based nonparametric tests for theindependence of two continuous variables1 the classical Hoeffdings D test2 a refined variant of it named R3 the Bergsma-Dassios T sign covariance.The first test is consistent assuming anabsolutely continuous bivariate distributioni.e. the population coefficient D0iff the variables are independent.The latter two are consistentunder no restriction on the distribution.All three statistics are computedin time On log n given n iid paired samples.The computation of R and T uses a new algorithmfollowing work of Even-Zohar and Leng 2019see arXiv2010.09712 arXiv1911.01414.
How to cite:
Chaim Even-Zohar (2020). independence: Fast Rank-Based Independence Testing. R package version 1.0.1, https://cran.r-project.org/web/packages/independence. Accessed 28 Mar. 2025.
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Functions, R codes and Examples using
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Some associated functions: dot-calc.hoeffding . dot-calc.refined . dot-calc.taustar . dot-generic.rank.test . hoeffding.D.test . hoeffding.refined.test . independence . max_hoeffding . max_taustar . relative.order . tau.star.test .
Some associated R codes: RcppExports.R . independence-package.R . independence.R . Full independence package functions and examples
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