IndepTest: Nonparametric Independence Tests Based on Entropy Estimation

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <http://mi.mathnet.ru/eng/ppi797>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.

Version: 0.2.0
Depends: FNN, mvtnorm
Imports: Rdpack
Published: 2018-08-23
Author: Thomas B. Berrett [aut], Daniel J. Grose [cre,ctb], Richard J. Samworth [aut]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: IndepTest results

Downloads:

Reference manual: IndepTest.pdf
Package source: IndepTest_0.2.0.tar.gz
Windows binaries: r-devel: IndepTest_0.2.0.zip, r-devel-gcc8: IndepTest_0.2.0.zip, r-release: IndepTest_0.2.0.zip, r-oldrel: IndepTest_0.2.0.zip
OS X binaries: r-release: IndepTest_0.2.0.tgz, r-oldrel: IndepTest_0.2.0.tgz
Old sources: IndepTest archive

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