USP

Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) <doi:10.48550/arXiv.2001.05513>, and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.

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