Dependogram {MixedIndTests} | R Documentation |
Dependogram for Cramer-von Mises statistics
Description
This function, used in EstDep, TestIndCopula and TestIndSerCopula, draws the P-values of the Moebius Cramer-von Mises statistics from the multilinear copula and their combination for a tests of randomness for k consectives values X(1), ..., X(k) or for a test of independence between random variables.
Usage
Dependogram(out, stat = "CVM")
Arguments
out |
List of the output from EstDep, EstDepSerial, TestIndCopula or TestIndSerCopula (P-values, subsets) |
stat |
Name of statistics to be used (default is "CVM") |
References
Genest, Neslehova, Remillard & Murphy (2019). Testing for independence in arbitrary distributions
Examples
x <- matrix(rnorm(250),ncol=5)
out <-TestIndCopula(x)
Dependogram(out)
[Package MixedIndTests version 1.2.0 Index]