New features

  • The Peto-Peto test for right-censored data is now available (see ?logrank_test and ?logrank_weight).
  • The Moore-Penrose inverse of the conditional covariance matrix can now be extracted (see ?covariance).
  • For tests of conditional independence within blocks, the partial linear statistic for each block and its conditional expectation and variance as well as its conditional covariance and corresponding Moore-Penrose inverse can now be extracted (see ?statistic, ?expectation, ?variance and ?covariance).

Bug fixes

  • Exact multivariate two-sample tests with quadratic test statistics appeared to work but returned nonsense p-values; it now results in an error.
  • Extraction of the standardized linear statistic from objects of class "IndependenceLinearStatistic" resulted in an error.

User-visible changes

  • Extraction of the conditional expectation or variance now returns a matrix instead of a vector (for consistency with linear statistics and p-values).
  • The test size is now computed more efficiently.
  • Documentation updates.

Other changes

  • The internal storage of the linear statistic and its conditional expectation and covariance, i.e., slots linearstatistic, expectation and covariance in classes inheriting from "IndependenceLinearStatistic", as well as the Moore-Penrose inverse of the conditional covariance, i.e., slot covarianceplus in classes inheriting from "QuadTypeIndependenceTestStatistic", has been changed. In particular, the conditional covariance and its Moore-Penrose inverse now use a memory-efficient packed format.
  • R >=3.6.0 and package libcoin >=1.0-5 are now required.

Deprecated and defunct

  • Classes "Variance", "CovarianceMatrix" and "VarCovar" are now deprecated.