- Thread starter noetsi
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I found in another paper that there is an R package for it: "The R function for Hoeffding’s D test is hoeffd (package Hmisc). The package Hmisc can be downloaded from the R Web page (http://www.r-project.org)."

SAS also has this.

I was sure spearman's rho would not work for non-linear relationships. Obviously that is not, completely, correct.

thanks.

I found in another paper that there is an R package for it: "The R function for Hoeffding’s D test is hoeffd (package Hmisc). The package Hmisc can be downloaded from the R Web page (http://www.r-project.org)."

SAS also has this.

BTW the distance correlation and the maximal information content seem to be performing much better then Hoeffdings D. I will certainly try them.

regards