wdm

Weighted Dependence Measures

CRAN Package

Provides efficient implementations of weighted dependence measures and related asymptotic tests for independence. Implemented measures are the Pearson correlation, Spearman's rho, Kendall's tau, Blomqvist's beta, and Hoeffding's D; see, e.g., Nelsen (2006) and Hollander et al. (2015, ISBN:9780470387375).


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