MixedIndTests
Software:1350285
swMATH43852CRANMixedIndTestsMaRDI QIDQ1350285
Tests of Randomness and Tests of Independence
Christian Genest, Bouchra R. Nasri, Bruno N Remillard, Johanna G Neslehova
Last update: 14 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.1.0, 0.1.4, 0.1.5, 0.7.0, 0.8.0, 0.9.1, 1.2.0
Source code repository: https://github.com/cran/MixedIndTests
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).
