SnB: Cramer-von Mises statistic SnB for GOF based on the...
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
Description
This function computes the Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform
Usage
1
SnB(E)
Arguments
E
(n x d) matrix of pseudos-observations (normalized ranks)
Value
Sn
Cramer-von Mises statistic
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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Description Usage Arguments Value
Description
This function computes the Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform
Usage
1 | SnB(E)
|
Arguments
E |
(n x d) matrix of pseudos-observations (normalized ranks) |
Value
Sn |
Cramer-von Mises statistic |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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