Depending on what parts of their package you are interested in, to implement a small subset of their functionality I recently wrote some code in both Julia and R (to make sure I had an idea what they were doing to replicate their results) based on the equations in page 258 of: Hothorn T, Hornik K, Van De Wiel MA, Zeileis A, 2006. A lego system for conditional inference. The American Statistician 60:257-263.
The base "independencetest" function I wrote only implements scenarios where you have ytrans (one or more transforms of a dependent variable) and one set of factors as a matrix of indicator variable (xtrans) although I think incorporating more on the "x" side would not be hard. It does not take into account multiple "blocks" and so far I have not needed to look into how hard that would be. On top of this I wrote functions to do the some of the transformations that convert y to ytrans as input into the independenttest function (which is surprisingly simple). The transformations I wrote make it possible to implement the Kruskal-Wallis test for location, the Fligner-Killeen test for scale, and a multisample Lepage test that incorporates those two tests jointly (the reason I did this), all with the quadratic test (Cquad). It would be trivial to write the transformations for many of the other nonparametric tests. I wrote it to do both a parametric test as well one using Monte Carlo. It appears to work well and reasonably fast with the little testing I have done. If you are interested I could send you the code. On Thursday, February 11, 2016 at 5:27:26 PM UTC-7, Albert Cardona wrote: > > The formula operator is there via the GLM package [1], but I can't find > the equivalent of the independent_test function [2]. > > [1] https://github.com/JuliaStats/GLM.jl > [2] http://www.inside-r.org/packages/cran/coin/docs/IndependenceTest > > > Thanks in advance for any pointers. > > Albert >
