Dependogram: Dependogram for Cramer-von Mises statistics

In MixedIndTests: Tests of Randomness and Tests of Independence

Dependogram for Cramer-von Mises statistics

Description

This function, used in EstDep, TestIndCopula and TestIndSerCopula, draws the P-values of the Moebius Cramer-von Mises statistics from the multilinear copula and their combination for a tests of randomness for k consectives values X(1), ..., X(k) or for a test of independence between random variables.

Usage

Dependogram(out, stat = "CVM")

Arguments

out	List of the output from EstDep, EstDepSerial, TestIndCopula or TestIndSerCopula (P-values, subsets)
stat	Name of statistics to be used (default is "CVM")

References

Genest, Neslehova, Remillard & Murphy (2019). Testing for independence in arbitrary distributions

Examples

x <- matrix(rnorm(250),ncol=5)
out <-TestIndCopula(x)
Dependogram(out)

MixedIndTests documentation built on May 29, 2024, 12:19 p.m.