Sn_Aserial: 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 randomness

Description

This function computes Moebius Cramer-von Mises statistics for a tests of randomness for observations X(1), ..., X(p).

Usage

Sn_Aserial(x, p, trunc.level)

Arguments

x	Time series.
p	Number of consecutive observations for the test.
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

B.R Nasri (2022). Tests of serial dependence for arbitrary distributions

#'@examples X <- SimAR1Poisson(c(5,0.2),100) out <- Sn_Aserial(X,5,3)

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