Multiscale Graph Correlation (mgc)
Multiscale Graph Correlation (MGC) is a framework developed by Shen et al. (2017) <arXiv:1609.05148> that extends global correlation procedures to be multiscale; consequently, MGC tests typically require far fewer samples than existing methods for a wide variety of dependence structures and dimensionalities, while maintaining computational efficiency. Moreover, MGC provides a simple and elegant multiscale characterization of the potentially complex latent geometry underlying the relationship.

Fuzzy Linear Regression (fuzzyreg)
Estimators for fuzzy linear regression. The functions estimates parameters of fuzzy linear regression models with crisp or fuzzy independent variables (triangular fuzzy numbers are supported). Implements multiple methods for parameter estimation and algebraic operations with triangular fuzzy numbers. Includes functions for summarising, printing and plotting the model fit. Calculates predictions from the model. Diamond (1988) <doi:10.1016/0020-0255(88)90047-3> Hung & Yang (2006) <doi:10.1016/j.fss.2006.08.004> Lee & Tanaka (1999) <doi:10.15807/jorsj.42.98> Nasrabadi, Nasrabadi & Nasrabady (2005) <doi:10.1016/j.amc.2004.02.008> Tanaka, Hayashi & Watada (1989) <doi:10.1016/0377-2217(89)90431-1>.

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios (monotonicity)
Test for monotonicity in financial variables sorted by portfolios. It is conventional practice in empirical research to form portfolios of assets ranked by a certain sort variable. A t-test is then used to consider the mean return spread between the portfolios with the highest and lowest values of the sort variable. Yet comparing only the average returns on the top and bottom portfolios does not provide a sufficient way to test for a monotonic relation between expected returns and the sort variable. This package provides nonparametric tests for the full set of monotonic patterns by Patton, A. and Timmermann, A. (2010) <doi:10.1016/0304-4076(89)90094-8> and compares the proposed results with extant alternatives such as t-tests, Bonferroni bounds, and multivariate inequality tests through empirical applications and simulations.