TauStar

R package TauStar: 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) <doi:10.3150/13-BEJ514> and does so in O(n^2*log(n)) time following the algorithm of Weihs, Drton, and Leung (2016) <doi:10.1007/s00180-015-0639-x>. Also allows for independence testing using the asymptotic distribution of t* as described by Nandy, Weihs, and Drton (2016) <http://arxiv.org/abs/1602.04387>.

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References in zbMATH (referenced in 1 article )

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  1. Weihs, Luca; Drton, Mathias; Leung, Dennis: Efficient computation of the Bergsma-Dassios sign covariance (2016)