IndepTest

Nonparametric Independence Tests Based on Entropy Estimation

CRAN Package

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) ). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.


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  • Depends2 packages
  • Imports1 package