Implementations of (1) mutual dependence measures and mutual independence tests in Jin, Z., and Matteson, D. S. (2017) ; (2) independent component analysis methods based on mutual dependence measures in Jin, Z., and Matteson, D. S. (2017) and Pfister, N., et al. (2018) doi:10.1111/rssb.12235; (3) conditional mean dependence measures and conditional mean independence tests in Shao, X., and Zhang, J. (2014) doi:10.1080/01621459.2014.887012, Park, T., et al. (2015) doi:10.1214/15-EJS1047, and Lee, C. E., and Shao, X. (2017) doi:10.1080/01621459.2016.1240083.
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