Installation

install.packages("wdm")

# install.packages("devtools")install_submodule_git<-function(x,...) {install_dir<- tempfile()  system(paste("git clone --recursive", shQuote(x), shQuote(install_dir)))devtools::install(install_dir,...)}install_submodule_git("https://github.com/tnagler/wdm-r")

Cloning

git clone --recurse-submodules<repo-address>

Examples

library(wdm)

Dependence between two vectors

x<- rnorm(100)y<- rpois(100,1)# all but Hoeffding's D can handle tiesw<- runif(100)wdm(x,y,method="kendall")# unweighted#> [1] -0.03093257wdm(x,y,method="kendall",weights=w)# weighted#> [1] 0.04835766

Dependence in a matrix

x<-matrix(rnorm(100*3),100,3)wdm(x,method="spearman")# unweighted#>             [,1]      [,2]        [,3]#> [1,]  1.00000000 0.2194659 -0.05435344#> [2,]  0.21946595 1.0000000  0.11401140#> [3,] -0.05435344 0.1140114  1.00000000wdm(x,method="spearman",weights=w)# weighted#>            [,1]      [,2]       [,3]#> [1,]  1.0000000 0.2575236 -0.1689466#> [2,]  0.2575236 1.0000000  0.1197442#> [3,] -0.1689466 0.1197442  1.0000000

Independence test

x<- rnorm(100)y<- rpois(100,1)# all but Hoeffding's D can handle tiesw<- runif(100)indep_test(x,y,method="kendall")# unweighted#>    estimate statistic   p_value n_eff  method alternative#> 1 0.1278922  1.532215 0.1254693   100 kendall   two-sidedindep_test(x,y,method="kendall",weights=w)# weighted#>    estimate statistic    p_value   n_eff  method alternative#> 1 0.1704296  1.779486 0.07516007 79.6939 kendall   two-sided