Package: MixedIndTests 1.2.0

MixedIndTests: Tests of Randomness and Tests of Independence

Functions for testing randomness for a univariate time series with arbitrary distribution (discrete, continuous, mixture of both types) and for testing independence between random variables with arbitrary distributions. The test statistics are based on the multilinear empirical copula and multipliers are used to compute P-values. The test of independence between random variables appeared in Genest, Nešlehová, Rémillard & Murphy (2019) and the test of randomness appeared in Nasri (2022).

Authors:Bouchra R. Nasri [aut, cre, cph], Bruno N Remillard [aut], Johanna G Neslehova [aut], Christian Genest [aut]

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MixedIndTests.pdf |MixedIndTests.html✨
MixedIndTests/json (API)

# Install 'MixedIndTests' in R:
install.packages('MixedIndTests', repos = c('https://bouchranasri.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • X - AR(1) Poisson with parameters
  • Xbin - Bernoulli sequence
  • Y - VAR(1) Poisson with parameters
  • horseshoecrabs - Horseshoecrabs dataset
  • lamb - Fetal lamb dataset

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

21 exports 0.09 score 47 dependencies 6 scripts 1.2k downloads

Last updated 7 months agofrom:c4e3841c03. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 11 2024
R-4.5-win-x86_64OKSep 11 2024
R-4.5-linux-x86_64OKSep 11 2024
R-4.4-win-x86_64OKSep 11 2024
R-4.4-mac-x86_64OKSep 11 2024
R-4.4-mac-aarch64OKSep 11 2024
R-4.3-win-x86_64OKSep 11 2024
R-4.3-mac-x86_64OKSep 11 2024
R-4.3-mac-aarch64OKSep 11 2024

Exports:AutoDepbootstrapDependogramDependogramZEstDepEstDepMoebiusEstDepSerialEstDepSerialMoebiusFinvpreparedataselect_pSimAR1PoissonSimCopulaSeriesSn_AserialSn_AserialVecSn_serialstat_depstat_dep_serTestIndCopulaTestIndSerCopulaTestIndSerCopulaMulti

Dependencies:ADGofTestclicodetoolscolorspacecopulaDBIdoParallelfansifarverforeachggplot2gluegslgtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvminqamitoolsmunsellmvtnormnlmenumDerivpcaPPpillarpkgconfigpsplineR6RColorBrewerRcppRcppArmadillorlangscalesstabledistsurveysurvivaltibbleutf8vctrsviridisLitewithr