C++ library wdm: Weighted Dependence Measures. Provides efficient implementations of weighted dependence measures and related independence tests: Pearsons’s rho; Spearmans’s rho; Kendall’s tau; Blomqvist’s beta; Hoeffding’s D. All measures are computed in O(n log n) time, where n is the number of observations.

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  1. Thomas Nagler: R-Friendly Multi-Threading in C++ (2021) not zbMATH