U-Statistic Permutation Tests of Independence for all Data Types
Calculate coefficients of a function's series expansion
Test statistic for dependence in contingency table
Fourier basis functions
Kernel matrix for Fourier basis
Kernel for infinite-dimensional example
Test statistic calculated from two kernel matrices
Kernel entries in infinite dimensional case
Permutation test of independence.
Independence test for discrete data
Independence test for continuous data
Adaptive permutation test of independence for continuous data.
Independence test for functional data
Implements various independence tests for discrete, continuous, and infinite-dimensional data. The tests are based on a U-statistic permutation test, the USP of Berrett, Kontoyiannis and Samworth (2020) <arXiv:2001.05513>, and shown to be minimax rate optimal in a wide range of settings. As the permutation principle is used, all tests have exact, non-asymptotic Type I error control at the nominal level.