MDMeasure provides measures of mutual dependence and tests of mutual independence.
The two main parts are:
- measuring mutual dependence
- testing mutual independence
The mutual dependence measures include:
- asymmetric measure based on distance covariance
- symmetric measure based on distance covariance
- complete measure based on complete V-statistics
- simplified complete measure based on incomplete V-statistics
- asymmetric measure based on complete measure
- simplified asymmetric measure based on simplified complete measure
- symmetric measure based on complete measure
- simplified symmetric measure based on simplified complete measure
The mutual independence tests based on the mutual dependence measures are implemented as permutation tests.
# Install the released version from CRAN
install.packages("MDMeasure")
# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("zejin/MDMeasure")