TauStar (1.1.0)

Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance.


Computes the t* statistic corresponding to the tau* population coefficient introduced by Bergsma and Dassios (2014) and does so in O(n^2*log(n)) time following the algorithm of Weihs, Drton, and Leung (2016) . Also allows for independence testing using the asymptotic distribution of t* as described by Nandy, Weihs, and Drton (2016) .

Maintainer: Luca Weihs
Author(s): Luca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)

License: GPL (>= 3)

Uses: Rcpp, testthat

Released almost 4 years ago.