lancor: Statistical Inference via Lancaster Correlation
Implementation of the methods described in Holzmann, Klar (2024) <doi:10.1111/sjos.12733>.
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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