eigenForDiscreteProbs

Computes the eigenvalues needed to determine the asymptotic distributions
in the mixed/discrete cases. See Nandy, Weihs, and Drton (2016)
&lt;http://arxiv.org/abs/1602.04387&gt; for more details.

Computes the t* statistic corresponding to the tau* population
coefficient introduced by Bergsma and Dassios (2014) <DOI:10.3150/13-BEJ514>
and does so in O(n^2) time following the algorithm of Heller and
Heller (2016) <DOI:10.48550/arXiv.1605.08732> building off of the work of Weihs,
Drton, and Leung (2016) <DOI:10.1007/s00180-015-0639-x>. Also allows for
independence testing using the asymptotic distribution of t* as described by
Nandy, Weihs, and Drton (2016) <DOI:10.1214/16-EJS1166>.

Julian Karch

TauStar

Efficient Computation and Testing of the Bergsma-Dassios Sign
Covariance

Luca Weihs

Emin Martinian

eigenForDiscreteProbs function

<dl><dt>p</dt>
<dd>a vector of probabilities that sum to 1.</dd></dl>

Arguments

Eigenvalues for discrete asymptotic distribution — eigenForDiscreteProbs

<dl>

<dt>p</dt>
<dd>a vector of probabilities that sum to 1.</dd>

</dl>

eigenForDiscreteProbs: Eigenvalues for discrete asymptotic distribution

Description

Usage

Value

Arguments