Tests of Randomness and Tests of Independence


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Documentation for package ‘MixedIndTests’ version 1.2.0

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AutoDep Dependogram for Kendall's tau and Spearman's rho
Dependogram Dependogram for Cramer-von Mises statistics
DependogramZ Dependogram for Moebius correlations
EstDep Kendall's tau and Spearman's rho statistics for testing independence between random variables
EstDepMoebius Dependence measures and statistics for test of independence between random variables
EstDepSerial Kendall's tau and Spearman's rho statistics for testing randomness in a univariate time series
EstDepSerialMoebius Dependence measures and statistics for test of randomness for a univariate time series
Finv Quantile function of margins
horseshoecrabs Horseshoecrabs dataset
lamb Fetal lamb dataset
select_p Data-driven selection of p for the test of randomness
SimAR1Poisson Simulation of a AR(1) Poisson process
SimCopulaSeries Simulation of a copula-based time series
TestIndCopula Statistics and P-values for a test of independence between random variables
TestIndSerCopula Statistics and P-values for a test of randomness for a univariate time series
TestIndSerCopulaMulti Statistics and P-values for a test of randomness for a multivariate time series
X AR(1) Poisson with parameters
Xbin Bernoulli sequence
Y VAR(1) Poisson with parameters