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DESCRIPTION
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Package: fastmit
Type: Package
Title: Fast Mutual Information Based Independence Test
Version: 0.1.1
Authors@R: c(
person("Shiyun", "Lin", , "[email protected]", c("aut", "cre")),
person("Jin", "Zhu", , "[email protected]", "aut"),
person("Wenliang", "Pan", role = "aut"),
person("Xueqin", "Wang", , "[email protected]", role = "aut"),
person("SC2S2", role = c("cph"))
)
Description: A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (2004) <doi:10.1103/PhysRevE.69.066138> to measure general dependence and the time complexity for our estimator is only squared to the sample size, which is faster than other statistics. Besides, an implementation of mutual information based independence test is provided for analyzing multivariate data in Euclidean space (T B. Berrett, et al. (2019) <doi:10.1093/biomet/asz024>); furthermore, we extend it to tackle datasets in metric spaces.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
LinkingTo: Rcpp, RcppArmadillo
Imports: Rcpp, stats
Suggests: testthat
NeedsCompilation: yes
Author: Shiyun Lin [aut, cre],
Jin Zhu [aut],
Wenliang Pan [aut],
Xueqin Wang [aut],
SC2S2 [cph]
Maintainer: Shiyun Lin <[email protected]>
RoxygenNote: 6.1.1
Packaged: 2019-12-20 00:16:12 UTC; Arwen
Repository: CRAN
Date/Publication: 2019-12-30 14:00:07 UTC