HHG-package: Heller-Heller-Gorfine Tests of Independence
Description
Heller-Heller-Gorfine (HHG) tests are a set of statistical tests of independnece between two random vectors of arbitrary dimensions given a finite sample. For testing independence between two scalar random variables, the package also contains implementations of the data-driven partitions (DDP) and all data partitions (ADP) tests which are distribution-free and thus much faster to apply.
Arguments
Details
ll{
Package: HHG
Type: Package
Version: 1.0
Date: 2013-08-08
License: GPL-2
}
The package contains two major functions: hhg.test and xdp.test.
References
Heller R., Heller Y., and Gorfine M. (2012). A consistent multivariate test of association based
on ranks of distances. arXiv:1201.3522v1.
Kaufman S., Heller R., Heller Y., and Gorfine M. (2013). Consistent distribution-free tests of association between univariate random variables. Submitted.
See Also
An earlier implementation of the HHG test of independence exists in the package
HHG2x2, available from Dr. Ruth Heller.