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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 |
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