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) time following the algorithm of Heller and Heller (2016) <doi:10.48550/arXiv.1605.08732> building off of the work 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) <doi:10.1214/16-EJS1166>.

Version: 1.1.7
Imports: Rcpp (≥ 1.0.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2024-12-12
DOI: 10.32614/CRAN.package.TauStar
Author: Luca Weihs [aut], Emin Martinian [ctb] (Created the red-black tree library included in package.), Julian D. Karch ORCID iD [cre]
Maintainer: Julian D. Karch <j.d.karch at fsw.leidenuniv.nl>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: TauStar results

Documentation:

Reference manual: TauStar.pdf

Downloads:

Package source: TauStar_1.1.7.tar.gz
Windows binaries: r-devel: TauStar_1.1.7.zip, r-release: not available, r-oldrel: TauStar_1.1.7.zip
macOS binaries: r-release (arm64): TauStar_1.1.7.tgz, r-oldrel (arm64): TauStar_1.1.7.tgz, r-release (x86_64): TauStar_1.1.7.tgz, r-oldrel (x86_64): TauStar_1.1.7.tgz
Old sources: TauStar archive

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