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 .


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install.packages("MixedIndTests")

0.1.4 by Bouchra R. Nasri, 2 months ago


Browse source code at https://github.com/cran/MixedIndTests


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


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, survey

Depends on doParallel, parallel, foreach, stats


See at CRAN