USP: U-Statistic Permutation Tests of Independence for all Data Types
Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) <doi:10.48550/arXiv.2001.05513>, and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.
Version: |
0.1.2 |
Imports: |
stats, Rdpack |
Published: |
2021-01-27 |
DOI: |
10.32614/CRAN.package.USP |
Author: |
Thomas B. Berrett [aut,cre], Ioannis Kontoyiannis [aut], Richard J. Samworth [aut] |
Maintainer: |
Thomas B. Berrett <tom.berrett at warwick.ac.uk> |
License: |
MIT + file LICENSE |
NeedsCompilation: |
no |
CRAN checks: |
USP results |
Documentation:
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