HellCor (1.2)

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The Hellinger Correlation.


Empirical value of the Hellinger correlation, a new measure of dependence between two continuous random variables that satisfies a set of 7 desirable axioms (existence, symmetry, normalisation, characterisation of independence, weak Gaussian conformity, characterisation of pure dependence, generalised Data Processing Inequality). More details can be found in Geenens and Lafaye De Micheaux (2018) .

Maintainer: Pierre Lafaye de Micheaux
Author(s): Gery Geenens [aut], Pierre Lafaye De Micheaux [aut, cre]

License: GPL (>= 2)

Uses: energy

Released about 1 month ago.

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