Weighted Dependence Measures

Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, Hoeffding's D, and Chatterjee's xi; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0>, Hollander et al. (2015, ISBN:9780470387375), and Chatterjee (2021) <doi:10.1080/01621459.2020.1758115>.

See also

Useful links:

• https://tnagler.github.io/wdm-r/

• https://github.com/tnagler/wdm-r

• Report bugs at https://github.com/tnagler/wdm-r/issues

Author

Maintainer: Thomas Nagler mail@tnagler.com

Authors:

• Thomas Nagler mail@tnagler.com