Package index

All functions

BMB.cv()

Calculates the Gaussian BMB critical value based on the max-test statistic, where the maximum is taken over Chatterjee's correlation coefficients.

BMB_indep()

Calculates the block-multiplier bootstrap test.

block_size()

Optimal Block Size for Block Multiplier Bootstrap.

max_stat()

Calculates the max-test statistic, where the maximum is taken over Chatterjee's rank correlation coefficients.

stepdown_RomanoWolf()

Romano-Wolf Stepdown Method

summary(<BMB_indep>)

Summarizing Block Multiplier Bootstrap Test of Independence in High Dimensions.