preparedata {CopulaInference}

Computes unique values, cdf and pdf

Description

This function computes the unique values, cdf and pdf for a series of data.

Usage

preparedata(x)

Arguments

x

Vector

Value

values

Unique (sorted) values

m

Number of unique values

Fn

Empirical cdf of the unique values

fn

Empirical pdf of the unique values

References

B.R. Nasri (2022). Tests of serial dependence for arbitrary distributions

C. Genest, J.G. Neslehova, B.N. Remillard and O. Murphy (2019). Testing for independence in arbitrary distributions.

#'@examples x = c(0,0,0,2,3,1,3,1,2,0) out = prepare_data(x)