Sn_A: Computes the Moebius Cramer-von Mises statistics for the test...

In MixedIndTests: Tests of Randomness and Tests of Independence

Computes the Moebius Cramer-von Mises statistics for the test of independence between random variables

Description

This function computes Moebius Cramer-von Mises statistics for a tests of independence for matrix of data x.

Usage

Sn_A(x, trunc.level)

Arguments

x	Matrix of observations.
trunc.level	Only subsets of cardinality <= trunc.level (default=2) are considered for the Moebius statistics.

Value

stats	Cramer-von Mises Moebius statistics
cardA	Cardinality of subsets
M	Matrix for multitpliers bootstrap for stats
Asets	Vector of (0,1) for Moebius subsets
Sn	Cramer-von Mises Sn statistic
J	Matrix for multipliers bootstrap for Sn

References

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

#'@examples X <- rnorm(100,5) out <- Sn_A(X,3)

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