Sn_AserialVec: 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 he Moebius Cramer-von Mises statistics for a tests of randomness for random vectors Y(1), ...l, X(p).

Usage

Sn_AserialVec(Y, p, trunc.level = 2)

Arguments

Y	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 Y <- data(Y) out <- Sn_Aserial(Y,5,2)

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