TauStar

MaRDI QIDQ28134swMATHCRANFDO

Authors Luca Weihs

Last update 5 March 2026

Copyright license GNU General Public License

Software version identifier 1.0.0, 1.1.0, 1.1.3, 1.1.4, PACKAGES.rds, 1.1.7, 1.1.8, 1.1.9

Official website https://cran.r-project.org/web/packages/TauStar/index.html

Source code repository https://github.com/cran/TauStar

Description

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) time following the algorithm of Heller and Heller (2016) <doi:10.48550/arXiv.1605.08732> building off of the work 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) <doi:10.1214/16-EJS1166>.

Cites work

• A consistent test of independence based on a sign covariance related to Kendall’s tau
• Efficient computation of the Bergsma–Dassios sign covariance
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance

Cited in

(7)

• carData
• Large-Sample Theory for the Bergsma-Dassios Sign Covariance
• Red-Black Tree
• dHSIC
• Ball
• acepack
• Efficient computation of the Bergsma-Dassios sign covariance

This page was built for software: TauStar