CRAN/E | IndepTest

IndepTest

Nonparametric Independence Tests Based on Entropy Estimation

Installation

About

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) ). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.

Key Metrics

Version 0.2.0
Published 2018-08-23 2079 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks IndepTest results

Downloads

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Maintainer

Maintainer

Daniel Grose

dan.grose@lancaster.ac.uk

Authors

Thomas B. Berrett

aut

Daniel J. Grose

cre / ctb

Richard J. Samworth

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

IndepTest archive

Depends

FNN
mvtnorm

Imports

Rdpack