CRAN

TauStar 1.1.4

Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance

Released Mar 19, 2019 by Luca Weihs

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and 16 out 27 tests failed.

Dependencies

Computes the t* statistic corresponding to the tau* population coefficient introduced by Bergsma and Dassios (2014) and does so in O(n^2) time following the algorithm of Heller and Heller (2016) building off of the work 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) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>TauStar</artifactId>
    <version>1.1.4-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:TauStar')

Test Results

This package was last tested against Renjin 0.9.2725 on Mar 26, 2019.

Source

C++

View GitHub Mirror