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

Documentation:

Reference manual:

IndepTest.pdf

Downloads:

Package source:	IndepTest_0.2.0.tar.gz
Windows binaries:	r-devel: IndepTest_0.2.0.zip, r-release: IndepTest_0.2.0.zip, r-oldrel: IndepTest_0.2.0.zip
macOS binaries:	r-release (arm64): IndepTest_0.2.0.tgz, r-oldrel (arm64): IndepTest_0.2.0.tgz, r-release (x86_64): IndepTest_0.2.0.tgz, r-oldrel (x86_64): IndepTest_0.2.0.tgz
Old sources:	IndepTest archive

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