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]