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AUKtest

Calculate the AUK Estimator

Computes the Area Under the Kendall (AUK) estimator for multivariate independence. The AUK estimator is based on the survival copula and quantifies the deviation from the null hypothesis of independence. The methodology implemented in this package is based on the work of 'Afendras', 'Markatou', and 'Papantonis' (2025) <doi:10.1016/j.jmva.2025.105589>.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 AUKtest_0.1.0.tar.gz 10.7 KiB
0.1.0 rolling linux/noble R-4.5 AUKtest_0.1.0.tar.gz 10.6 KiB
0.1.0 rolling source/ R- AUKtest_0.1.0.tar.gz 2.2 KiB
0.1.0 latest linux/jammy R-4.5 AUKtest_0.1.0.tar.gz 10.7 KiB
0.1.0 latest linux/noble R-4.5 AUKtest_0.1.0.tar.gz 10.6 KiB
0.1.0 latest source/ R- AUKtest_0.1.0.tar.gz 2.2 KiB
0.1.0 2026-04-26 source/ R- AUKtest_0.1.0.tar.gz 2.2 KiB
0.1.0 2026-04-23 source/ R- AUKtest_0.1.0.tar.gz 2.2 KiB
0.1.0 2026-04-09 windows/windows R-4.5 AUKtest_0.1.0.zip 13.4 KiB