R package IndepTest: Nonparametric Independence Tests Based on Entropy Estimation. Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <http://mi.mathnet.ru/eng/ppi797>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Al-Labadi, Luai; Patel, Vishakh; Vakiloroayaei, Kasra; Wan, Clement: A Bayesian nonparametric estimation to entropy (2021)
- Berrett, Thomas B.; Kontoyiannis, Ioannis; Samworth, Richard J.: Optimal rates for independence testing via (U)-statistic permutation tests (2021)