TauStar

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) 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) .