Package: USP 0.1.2

USP: U-Statistic Permutation Tests of Independence for all Data Types

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.

Authors:Thomas B. Berrett <[email protected]> [aut,cre], Ioannis Kontoyiannis <[email protected]> [aut], Richard J. Samworth <[email protected]> [aut]