data.diff.test {copulaSim}

Performing the hypothesis test to compare the difference between the empirical data and the simulated data

Description

Performing the hypothesis test to compare the difference between the empirical data and the simulated data

Usage

data.diff.test(x, y, test.method)

Arguments

x

A numeric matrix.

y

A numeric matrix which is compared to x.

test.method

A string to specify the hypothesis test used to detect the difference between input data and the simulated data. Default is "none". Possible methods are energy distance ("energy") and ball divergence ("ball"). The R packages "energy" and "Ball" are needed.

Value

A list with two elements.

1. p.value: the p-value of the hypothesis test.

2. test.result: the returned object of the hypothesis test.