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knnIndep (version 2.0)

Independence tests and benchmarks

Description

This package provides the implementation of an exact formula of the ith nearest neighbour distance distribution and implementations of tests of independence based on that formula. Furthermore the package provides a general framework to benchmark tests of independence.

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Version

Install

install.packages('knnIndep')

Monthly Downloads

17

Version

2.0

License

GPL (>= 3)

Maintainer

Sebastian Dmcke

Last Published

September 11th, 2014

Functions in knnIndep (2.0)

P_cge_ale

Probability of observing the ith nearest neighbour at a distance greater or equal to c and the (i-1)th nearest neighbour was observed at distance smaller or equal a
novelTest.extreme

A novel test of independence
generate.paths

Generate all nearest neighbours distances for one point in a sample
calculate.power

Calculate power at a given significance level
optimise.copula.mi

optimize the parameter c of generate.patchwork.copula
novelTest.chisq

A novel test of independence
Pc_givena

Probability of observing the ith nearest neighbour at distance greater or equal c given the (i-1)th nearest neighbour at distance a
run.tests

Run several tests of independence on a benchmark of different functional relationships
parameters

Central probabilty
generate.patchwork.copula

Generate data from a non-functional dependence
Pc_givena4nn

Probability of observing the ith nearest neighbour at distance greater or equal c given the 4 previous nearest neighbours
power.plot

Plot power of benchmarked tests of independence
P_di

Probability distribution of the distance to the ith nearest neighbour
roc.plot

Plot a ROC
generate.roc

Generate ROC curve data
benchmark.patchwork.copula

Benchmark function for a new type of non-functional dependence
generate.benchmark.data

Generating functional dependencies
P_cge_aeq

Probability of observing the ith nearest neighbour at a distance greater or equal to c and the (i-1)th nearest neighbour was observed at distance a
knnIndep-package

A package giving the formulas of an exact distribution of ith nearest neighbours and two associated tests for independence
P_ceq

Probability of observing the ith nearest neighbour at the same distance or larger as the (i-1)th nearest neighbour