LIStest-package: Tests of independence based on the Longest Increasing Subsequence
Description
Tests for independence between X and Y computed from a paired sample (x1,y1), ..., (xn,yn) of (X,Y), using one of the following statistics (a) the Longest Increasing Subsequence (Ln), (b) JLn, a Jackknife version of Ln or (c) JLMn, a Jackknife version of the longest monotonic subsequence. This family of tests can be applied under the assumption of continuity of X and Y.
Details
|
Package: |
| LIStest |
|
Type: |
| Package |
|
Version: |
| 2.1 |
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Date: |
| 2014-03-12 |
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License: |
| GPL-2 |
References
J. E. Garcia, V. A. Gonzalez-Lopez, Independence tests for
continuous random variables based on the longest increasing subsequence,
Journal of Multivariate Analysis (2014), http://dx.doi.org/10.1016/j.jmva.2014.02.010