preparedata: Computes unique values, cdf and pdf

In CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Computes unique values, cdf and pdf

Description

This function computes the unique values, cdf and pdf for a series of data.

Usage

preparedata(x)

Arguments

x

Vector

Value

values	Unique (sorted) values
m	Number of unique values
Fn	Empirical cdf of the unique values
fn	Empirical pdf of the unique values

References

B.R. Nasri (2022). Tests of serial dependence for arbitrary distributions

C. Genest, J.G. Neslehova, B.N. Remillard and O. Murphy (2019). Testing for independence in arbitrary distributions.

#'@examples x = c(0,0,0,2,3,1,3,1,2,0) out = prepare_data(x)

CopulaInference documentation built on April 21, 2023, 9:07 a.m.