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 are much faster to apply.
Arguments
Details
ll{
Package: HHG
Type: Package
Version: 1.3
Date: 2014-03-18
License: GPL-2
}
The package contains two major functions: hhg.test and xdp.test.
References
Heller, R., Heller, Y., & Gorfine, M. (2013). A consistent multivariate test of association based on ranks of distances. Biometrika, 100(2), 503-510.
Heller, R., Heller, Y., Kaufman S., & Gorfine, M. (2014). Consistent distribution-free tests of association between univariate random variables. arXiv:1308.1559.