Compare Real Valued Random Variables

A framework with tools to compare two random variables, and determine which of takes produces lower values. See the README.md at < https://github.com/EtorArza/RVCompare> for a quick start guide. It can compute the Cp and Cd of two probability distributions, as explained in E. Arza (2021) < https://github.com/EtorArza/RVCompare-paper/releases>. Given the observed samples of two random variables X_A and X_B, it can compute the cumulative difference-plot (see E. Arza (2021) < https://github.com/EtorArza/RVCompare-paper/releases> for details). Uses bootstrap and DKW-bounds to compute the confidence bands of the cumulative distributions. These two methods are described in B. Efron. (1979) and P. Massart (1990) .


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Reference manual

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install.packages("RVCompare")

0.1.5 by Etor Arza, a month ago


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


Authors: Etor Arza


Documentation:   PDF Manual  


CC0 license


Imports Rcpp, utils

Depends on stats, pracma, ggplot2

Linking to Rcpp


See at CRAN