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]

MixedIndTests_1.2.0.tar.gz
MixedIndTests_1.2.0.zip(r-4.5)MixedIndTests_1.2.0.zip(r-4.4)MixedIndTests_1.2.0.zip(r-4.3)
MixedIndTests_1.2.0.tgz(r-4.4-x86_64)MixedIndTests_1.2.0.tgz(r-4.4-arm64)MixedIndTests_1.2.0.tgz(r-4.3-x86_64)MixedIndTests_1.2.0.tgz(r-4.3-arm64)
MixedIndTests_1.2.0.tar.gz(r-4.5-noble)MixedIndTests_1.2.0.tar.gz(r-4.4-noble)
MixedIndTests_1.2.0.tgz(r-4.4-emscripten)MixedIndTests_1.2.0.tgz(r-4.3-emscripten)
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.

1.00 score 6 scripts 795 downloads 21 exports 47 dependencies

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

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-win-x86_64OKNov 10 2024
R-4.5-linux-x86_64OKNov 10 2024
R-4.4-win-x86_64OKNov 10 2024
R-4.4-mac-x86_64OKNov 10 2024
R-4.4-mac-aarch64OKNov 10 2024
R-4.3-win-x86_64OKNov 10 2024
R-4.3-mac-x86_64OKNov 10 2024
R-4.3-mac-aarch64OKNov 10 2024

Exports:AutoDepbootstrapDependogramDependogramZEstDepEstDepMoebiusEstDepSerialEstDepSerialMoebiusFinvpreparedataselect_pSimAR1PoissonSimCopulaSeriesSn_AserialSn_AserialVecSn_serialstat_depstat_dep_serTestIndCopulaTestIndSerCopulaTestIndSerCopulaMulti

Dependencies:ADGofTestclicodetoolscolorspacecopulaDBIdoParallelfansifarverforeachggplot2gluegslgtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvminqamitoolsmunsellmvtnormnlmenumDerivpcaPPpillarpkgconfigpsplineR6RColorBrewerRcppRcppArmadillorlangscalesstabledistsurveysurvivaltibbleutf8vctrsviridisLitewithr