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:

Reference manual: USP.pdf

Downloads:

Package source: USP_0.1.2.tar.gz
Windows binaries: r-devel: USP_0.1.2.zip, r-release: USP_0.1.2.zip, r-oldrel: USP_0.1.2.zip
macOS binaries: r-release (arm64): USP_0.1.2.tgz, r-oldrel (arm64): USP_0.1.2.tgz, r-release (x86_64): USP_0.1.2.tgz, r-oldrel (x86_64): USP_0.1.2.tgz
Old sources: USP archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=USP to link to this page.