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fastmit: Fast Mutual Information Based Independence Test

A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (2004) <doi:10.1103/PhysRevE.69.066138> to measure general dependence and the time complexity for our estimator is only squared to the sample size, which is faster than other statistics. Besides, an implementation of mutual information based independence test is provided for analyzing multivariate data in Euclidean space (T B. Berrett, et al. (2019) <doi:10.1093/biomet/asz024>); furthermore, we extend it to tackle datasets in metric spaces.

Version: 0.1.1
Imports: Rcpp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2019-12-30
DOI: 10.32614/CRAN.package.fastmit
Author: Shiyun Lin [aut, cre], Jin Zhu [aut], Wenliang Pan [aut], Xueqin Wang [aut], SC2S2 [cph]
Maintainer: Shiyun Lin <linshy27 at mail2.sysu.edu.cn>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: fastmit results

Documentation:

Reference manual: fastmit.pdf

Downloads:

Package source: fastmit_0.1.1.tar.gz
Windows binaries: r-devel: fastmit_0.1.1.zip, r-release: fastmit_0.1.1.zip, r-oldrel: fastmit_0.1.1.zip
macOS binaries: r-release (arm64): fastmit_0.1.1.tgz, r-oldrel (arm64): fastmit_0.1.1.tgz, r-release (x86_64): fastmit_0.1.1.tgz, r-oldrel (x86_64): fastmit_0.1.1.tgz

Linking:

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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.
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