AuxFun | R Documentation |

This function computes the empirical margins, their left-limits, Kendall's tau and Spearman's rho for arbitrary data. Slower than AuxFunC based on C.

```
AuxFun(data)
```

`data` |
Matrix (x,y) of size n x 2 |

`tau` |
Kendall's tau |

`rho` |
Spearman's rho |

`Fx` |
Empirical cdf of x |

`Fxm` |
Left-limit of the empiricial cdf of x |

`Fy` |
Empirical cdf of y |

`Fym` |
Left-limit of the empiricial cdf of y |

Nasri (2022). Test of serial dependence for arbitrary distributions. JMVA

Nasri & Remillard (2023). Tests of independence and randomness for arbitrary data using copula-based covariances, arXiv 2301.07267.

```
data(simgumbel)
out=AuxFun(simgumbel)
```

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