MDMeasure provides measures of mutual dependence and tests of mutual independence.

The two main parts are:

• measuring mutual dependence
• testing mutual independence

The mutual dependence measures include:

• asymmetric measure based on distance covariance
• symmetric measure based on distance covariance
• complete measure based on complete V-statistics
• simplified complete measure based on incomplete V-statistics
• asymmetric measure based on complete measure
• simplified asymmetric measure based on simplified complete measure
• symmetric measure based on complete measure
• simplified symmetric measure based on simplified complete measure

The mutual independence tests based on the mutual dependence measures are implemented as permutation tests.

# Install the released version from CRAN
install.packages("MDMeasure")

# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("zejin/MDMeasure")