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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 |
| DOI: | 10.32614/CRAN.package.IndepTest |
| 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 |
| Reference manual: | IndepTest.pdf |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=IndepTest to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.