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lancor

Statistical Inference via Lancaster Correlation

v0.1.3 · Aug 22, 2025 · GPL-2

Description

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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Dependency Network

Dependencies Reverse dependencies arrangements boot sn lancor

Version History

3 tracked
new 0.1.3 Mar 10, 2026
updated 0.1.3 ← 0.1.2 diff Aug 21, 2025
new 0.1.2 May 1, 2024