IndepTest: Nonparametric Independence Tests Based on Entropy Estimation

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.

Version: 0.2.0
Depends: FNN, mvtnorm
Imports: Rdpack
Published: 2018-08-23
DOI: 10.32614/CRAN.package.IndepTest
Author: Thomas B. Berrett [aut], Daniel J. Grose [cre,ctb], Richard J. Samworth [aut]
Maintainer: Daniel Grose <dan.grose at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: IndepTest results


Reference manual: IndepTest.pdf


Package source: IndepTest_0.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): IndepTest_0.2.0.tgz, r-oldrel (arm64): IndepTest_0.2.0.tgz, r-release (x86_64): IndepTest_0.2.0.tgz, r-oldrel (x86_64): IndepTest_0.2.0.tgz
Old sources: IndepTest archive


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