MixedIndTests (Q1350285): Difference between revisions

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@@ Property / last update @@
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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).
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+Bouchra R. Nasri
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+Christian Genest
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+GNU General Public License, version 3.0
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+source code repository: https://github.com/cran/MixedIndTests
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+Software:1350285

Latest revision as of 00:06, 14 March 2024

Tests of Randomness and Tests of Independence

Language	Label	Description	Also known as
English	MixedIndTests	Tests of Randomness and Tests of Independence

Statements

swMATH work ID

43852

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source code repository

https://github.com/cran/MixedIndTests

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instance of

R package

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software version identifier

1.1.0

publication date

4 October 2022

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0.1.4

publication date

2 August 2021

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0.1.5

publication date

9 October 2021

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0.7.0

publication date

24 February 2022

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0.8.0

publication date

3 March 2022

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0.9.1

publication date

5 May 2022

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1.2.0

publication date

14 February 2024

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14 February 2024

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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).

0 references

0 references

0 references

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GNU General Public License, version 3.0