MixedIndTests (Q1350285): Difference between revisions
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Removed claim: depends on software (P342): R (Q13519) |
Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 4 October 2022 / rank | |||||||||||||||
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Property / depends on software: doParallel / rank | |||||||||||||||
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publication date: 2 August 2021
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publication date: 9 October 2021
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publication date: 24 February 2022
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publication date: 3 March 2022
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publication date: 5 May 2022
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publication date: 14 February 2024
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14 February 2024
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Property / last update: 14 February 2024 / rank | |||||||||||||||
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Functions for testing randomness for a univariate time series with arbitrary distribution (discrete, continuous, mixture of both types) and for testing independence between random variables with arbitrary distributions. The test statistics are based on the multilinear empirical copula and multipliers are used to compute P-values. The test of independence between random variables appeared in Genest, Nešlehová, Rémillard & Murphy (2019) and the test of randomness appeared in Nasri (2022). | |||||||||||||||
Property / description: Functions for testing randomness for a univariate time series with arbitrary distribution (discrete, continuous, mixture of both types) and for testing independence between random variables with arbitrary distributions. The test statistics are based on the multilinear empirical copula and multipliers are used to compute P-values. The test of independence between random variables appeared in Genest, Nešlehová, Rémillard & Murphy (2019) and the test of randomness appeared in Nasri (2022). / rank | |||||||||||||||
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Property / author: Bouchra R. Nasri / rank | |||||||||||||||
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Property / author: Bruno N Remillard / rank | |||||||||||||||
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Property / author: Johanna G Neslehova / rank | |||||||||||||||
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Property / author: Christian Genest / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / depends on software: doParallel / rank | |||||||||||||||
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Property / depends on software: R / rank | |||||||||||||||
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software version identifier: ≥ 3.5.0 | |||||||||||||||
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Property / imports: ggplot2 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:0a3011bf705c1a9719be488f9dbe219bebc2bf68 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:0a3011bf705c1a9719be488f9dbe219bebc2bf68 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:0a3011bf705c1a9719be488f9dbe219bebc2bf68 / qualifier | |||||||||||||||
point in time: 9 March 2024
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 00:06, 14 March 2024
Tests of Randomness and Tests of Independence
Language | Label | Description | Also known as |
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English | MixedIndTests |
Tests of Randomness and Tests of Independence |
Statements
14 February 2024
0 references
Functions for testing randomness for a univariate time series with arbitrary distribution (discrete, continuous, mixture of both types) and for testing independence between random variables with arbitrary distributions. The test statistics are based on the multilinear empirical copula and multipliers are used to compute P-values. The test of independence between random variables appeared in Genest, Nešlehová, Rémillard & Murphy (2019) and the test of randomness appeared in Nasri (2022).
0 references