IndependenceTests: Non-Parametric Tests of Independence Between Random Vectors

Non-parametric tests of independence (mutual or serial) between some quantitative random vectors, as described in Bilodeau M. and Lafaye de Micheaux P. (2009) <doi:10.1016/j.jspi.2008.11.006>, in Beran R., Bilodeau M. and Lafaye de Micheaux P. (2007) <doi:10.1016/j.jmva.2007.01.009> and in Fan Y., Lafaye de Micheaux P., Penev S. and Salopek D. (2017) <doi:10.1016/j.jmva.2016.09.014>.

Version: 0.7
Depends: R (≥ 2.6.0), xtable, CompQuadForm, MASS, Runuran, parallel
Published: 2026-07-14
DOI: 10.32614/CRAN.package.IndependenceTests
Author: Pierre Lafaye De Micheaux ORCID iD [aut, cre], Martin Bilodeau [aut], Yanan Fan [aut], Spiridon Penev [aut], Donna Salopek [aut], Cleve Moler [cph] (LAPACK/BLAS routines in src), Jack Dongarra [cph] (LAPACK/BLAS routines in src), Richard Hanson [cph] (LAPACK/BLAS routines in src), Sven Hammarling [cph] (LAPACK/BLAS routines in src), Jeremy Du Croz [cph] (LAPACK/BLAS routines in src)
Maintainer: Pierre Lafaye De Micheaux <lafaye at unsw.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: For LAPACK/BLAS routines in src (Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University).
NeedsCompilation: yes
Citation: IndependenceTests citation info
CRAN checks: IndependenceTests results

Documentation:

Reference manual: IndependenceTests.html , IndependenceTests.pdf

Downloads:

Package source: IndependenceTests_0.7.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available
Old sources: IndependenceTests archive

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