max_hoeffding

<p>Data at most this size should not cause an overflow in the computation
of Hoeffding's D statistic or its refinement. This may depend on the
availability of 64-bit or 128-bit words to the compiler in use.</p>

Performs three ranking-based nonparametric tests for the
independence of two continuous variables:
(1) the classical Hoeffding's D test;
(2) a refined variant of it, named R;
(3) the Bergsma-Dassios T* sign covariance.
The first test is consistent assuming an
absolutely continuous bivariate distribution,
i.e., the population coefficient D=0
iff the variables are independent.
The latter two are consistent
under no restriction on the distribution.
All three statistics are computed
in time O(n log n) given n iid paired samples.
The computation of R and T* uses a new algorithm,
following work of Even-Zohar and Leng (2019),
see <arXiv:2010.09712>, <arXiv:1911.01414>.

Chaim Even-Zohar

max_hoeffding: Maximum data size for Hoeffding's statistics

Description

Usage

Arguments

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See Also

Examples