DependogramZ {MixedIndTests} | R Documentation |
Dependogram for Moebius correlations
Description
This function, used in EstDepMoebius and EstDepSerialMoebius plot the graphs of the correlation statistics of Spearman, van der Waerden and Savage as a function of the subsets for tests of randomness or test of independence between random variables. Under the null hypothesis, the statistics should be independent N(0,1).
Usage
DependogramZ(out, n)
Arguments
out |
List of the output from EstDep, EstDepSerial, TestIndCopula or TestIndSerCopula (P-values, subsets) |
n |
Number of observations |
References
Nasri & Remillard (2023). Tests of independence and randomness for arbitrary data using copula-based covariances
Examples
x <- matrix(rnorm(250),ncol=5)
out <-EstDepMoebius(x)
DependogramZ(out,50)
[Package MixedIndTests version 1.2.0 Index]