wdm (Q80573)
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Weighted Dependence Measures
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | wdm |
Weighted Dependence Measures |
Statements
31 August 2026
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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, Hoeffding's D, and Chatterjee's xi; see, e.g., Nelsen (2006) <doi:10.1007/0-387-28678-0>, Hollander et al. (2015, ISBN:9780470387375), and Chatterjee (2021) <doi:10.1080/01621459.2020.1758115>.
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