LIStest-package {LIStest}

Tests of independence based on the Longest Increasing Subsequence

Description

Tests for independence between X and Y computed from a paired sample (x1,y1), ..., (xn,yn) of (X,Y), using one of the following statistics (a) the Longest Increasing Subsequence (Ln), (b) JLn, a Jackknife version of Ln or (c) JLMn, a Jackknife version of the longest monotonic subsequence. This family of tests can be applied under the assumption of continuity of X and Y.

Details

Package:	LIStest
Type:	Package
Version:	2.1
Date:	2014-03-12
License:	GPL-2

Author(s)

J. E. Garcia and V. A. Gonzalez-Lopez Maintainer: J. E. Garcia <[e-mail]>

References

J. E. Garcia, V. A. Gonzalez-Lopez, Independence tests for continuous random variables based on the longest increasing subsequence, Journal of Multivariate Analysis (2014), http://dx.doi.org/10.1016/j.jmva.2014.02.010