KEPTED: Provides an implementation of a kernel-embedding of...
In KEPTED: Kernel-Embedding-of-Probability Test for Elliptical Distribution
KEPTED R Documentation
Provides an implementation of a kernel-embedding of probability test for
elliptical distribution. This is an asymptotic test for elliptical
distribution under general alternatives, and the location and shape
parameters are assumed to be unknown. Some side-products are posted,
including the transformation between rectangular and polar coordinates and
two product-type kernel functions.
Description
Provides an implementation of a kernel-embedding of probability test for
elliptical distribution. This is an asymptotic test for elliptical
distribution under general alternatives, and the location and shape
parameters are assumed to be unknown. Some side-products are posted,
including the transformation between rectangular and polar coordinates and
two product-type kernel functions.
Author(s)
Yin Tang yqt5219@psu.edu
Bing Li bxl9@psu.edu
References
Tang, Y. and Li, B. (2024), “A nonparametric test for elliptical
distribution based on kernel embedding of probabilities,”
https://arxiv.org/abs/2306.10594
KEPTED documentation built on May 29, 2024, 12:05 p.m.
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| KEPTED | R Documentation |
Provides an implementation of a kernel-embedding of probability test for elliptical distribution. This is an asymptotic test for elliptical distribution under general alternatives, and the location and shape parameters are assumed to be unknown. Some side-products are posted, including the transformation between rectangular and polar coordinates and two product-type kernel functions.
Description
Provides an implementation of a kernel-embedding of probability test for elliptical distribution. This is an asymptotic test for elliptical distribution under general alternatives, and the location and shape parameters are assumed to be unknown. Some side-products are posted, including the transformation between rectangular and polar coordinates and two product-type kernel functions.
Author(s)
Yin Tang yqt5219@psu.edu Bing Li bxl9@psu.edu
References
Tang, Y. and Li, B. (2024), “A nonparametric test for elliptical distribution based on kernel embedding of probabilities,” https://arxiv.org/abs/2306.10594
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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