lancor: Statistical Inference via Lancaster Correlation
Implementation of the methods described in Holzmann, Klar (2024)
<doi:10.48550/arXiv.2303.17872>. Lancaster correlation is a correlation coefficient
which equals the absolute value of the Pearson correlation for the bivariate
normal distribution, and is equal to or slightly less than the maximum
correlation coefficient for a variety of bivariate distributions. Rank and
moment-based estimators and corresponding confidence intervals are
implemented, as well as independence tests based on these statistics.
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