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Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) <doi:10.48550/arXiv.2001.05513>, and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.
| Version: | 0.1.2 |
| Imports: | stats, Rdpack |
| Published: | 2021-01-27 |
| DOI: | 10.32614/CRAN.package.USP |
| Author: | Thomas B. Berrett [aut,cre], Ioannis Kontoyiannis [aut], Richard J. Samworth [aut] |
| Maintainer: | Thomas B. Berrett <tom.berrett at warwick.ac.uk> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | USP results |
| Reference manual: | USP.pdf |
| Package source: | USP_0.1.2.tar.gz |
| Windows binaries: | r-devel: USP_0.1.2.zip, r-release: USP_0.1.2.zip, r-oldrel: USP_0.1.2.zip |
| macOS binaries: | r-release (arm64): USP_0.1.2.tgz, r-oldrel (arm64): USP_0.1.2.tgz, r-release (x86_64): USP_0.1.2.tgz, r-oldrel (x86_64): USP_0.1.2.tgz |
| Old sources: | USP archive |
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