Dependogram: Dependogram for Cramer-von Mises statistics
In IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models
Dependogram R Documentation
Dependogram for Cramer-von Mises statistics
Description
This function, used in cvm_2series and cvm_3series draws the P-values of the Moebius Cramer-von Mises statistics.
Usage
Dependogram(object, stat, rot = 0)
Arguments
object
List of the output (statistics, pvalues) from cvm_2series and cvmr_3series
stat
Name (string) of statistics to be used
rot
Rotation of labels (default=0)
Value
Output
No values are returned; only the graph is printed
References
Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.
IndGenErrors documentation built on July 9, 2023, 6:46 p.m.
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.
| Dependogram | R Documentation |
Dependogram for Cramer-von Mises statistics
Description
This function, used in cvm_2series and cvm_3series draws the P-values of the Moebius Cramer-von Mises statistics.
Usage
Dependogram(object, stat, rot = 0)
Arguments
object |
List of the output (statistics, pvalues) from cvm_2series and cvmr_3series |
stat |
Name (string) of statistics to be used |
rot |
Rotation of labels (default=0) |
Value
Output |
No values are returned; only the graph is printed |
References
Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.