A Robust Integrated Variance Correlation

A integrated variance correlation is proposed to measure the dependence between a categorical or continuous random variable and a continuous random variable or vector. This package is designed to estimate the new correlation coefficient with parametric and nonparametric approaches. Test of independence for different problems can also be implemented via the new correlation coefficient with this package.


Reference manual

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install.packages("IVCor")

0.1.0 by Han Pan, 2 years ago


Browse source code at https://github.com/cran/IVCor


Authors: Wei Xiong [aut] , Han Pan [aut, cre] , Hengjian Cui [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports splines, quantreg, BwQuant, quantdr, stats

Suggests knitr, mvtnorm, rmarkdown, testthat


See at CRAN