TauStar
Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance
v1.1.9
·
Mar 5, 2026
·
GPL (>= 3)
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>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.1.9
Mar 10, 2026