chiplot - Chi-Plots for Assessing Bivariate and Multivariate Dependence
Graphical methods for assessing dependence. The chi-plot
of Fisher and Switzer (1985) <doi:10.1093/biomet/72.2.253> and
(2001) <doi:10.1198/000313001317098248> supplements a
scatterplot of two variables, producing characteristic patterns
for different forms of association. Its multivariate extension
(Fisher and Lee, 2026) uses generalized orthants and data depth
to explore whether a multivariate distribution factorizes into
independent blocks of variables, with permutation tests and
guidelines. Functions are provided for single chi-plots, a
scatterplot matrix with chi-plots above the diagonal,
multivariate chi-plots for a given partition of the variables,
and a search over all partitions. Computation-intensive parts
are written in C.
