Energy-Based Dependence Measures
Conditional Mean Independence Tests
Energy-Based Dependence Measures
Martingale Difference Correlation
Martingale Difference Divergence
Martingale Difference Divergence Matrix
Mutual Dependence Measures
Independent Component Analysis via Mutual Dependence Measures
Mutual Independence Tests
Partial Martingale Difference Correlation
Partial Martingale Difference Divergence
Implementations of (1) mutual dependence measures and mutual independence tests in Jin, Z., and Matteson, D. S. (2017) <arXiv:1709.02532>; (2) independent component analysis methods based on mutual dependence measures in Jin, Z., and Matteson, D. S. (2017) <arXiv:1709.02532> and Pfister, N., et al. (2018) <doi:10.1111/rssb.12235>; (3) conditional mean dependence measures and conditional mean independence tests in Shao, X., and Zhang, J. (2014) <doi:10.1080/01621459.2014.887012>, Park, T., et al. (2015) <doi:10.1214/15-EJS1047>, and Lee, C. E., and Shao, X. (2017) <doi:10.1080/01621459.2016.1240083>.