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*log(n)) time following the algorithm 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) <http://arxiv.org/abs/1602.04387>.

Version: 1.1.0
Imports: Rcpp (≥ 0.11.4)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2016-02-17
Author: Luca Weihs [aut, cre], Emin Martinian [ctb] (Created the red-black tree library included in package.)
Maintainer: Luca Weihs <lucaw at uw.edu>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README
CRAN checks: TauStar results


Reference manual: TauStar.pdf
Package source: TauStar_1.1.0.tar.gz
Windows binaries: r-devel: TauStar_1.1.0.zip, r-release: TauStar_1.1.0.zip, r-oldrel: TauStar_1.1.0.zip
OS X Mavericks binaries: r-release: TauStar_1.1.0.tgz, r-oldrel: TauStar_1.1.0.tgz
Old sources: TauStar archive


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