Sn_serial: Computes the Cramer-von Mises statistic Sn for the test of...
In MixedIndTests: Tests of Randomness and Tests of Independence
Sn_serial R Documentation
Computes the Cramer-von Mises statistic Sn for the test of randomness
Description
This function computes the Cramer-von Mises statistic for a tests of randomness for p consecutives values X(1), ..., X(p). Useful for traditional bootstrapping.
Usage
Sn_serial(x, p)
Arguments
x
Time series
p
Number of consecutive observations
Value
stats
Cramer-von Mises statistics Sn
References
B.R Nasri (2022). Tests of serial dependence for arbitrary distributions
#'@examples
X <- SimAR1Poisson(c(5,0.2),100)
out <- Sn_serial(X,5,3)
MixedIndTests documentation built on May 29, 2024, 12:19 p.m.
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| Sn_serial | R Documentation |
Computes the Cramer-von Mises statistic Sn for the test of randomness
Description
This function computes the Cramer-von Mises statistic for a tests of randomness for p consecutives values X(1), ..., X(p). Useful for traditional bootstrapping.
Usage
Sn_serial(x, p)
Arguments
x |
Time series |
p |
Number of consecutive observations |
Value
stats |
Cramer-von Mises statistics Sn |
References
B.R Nasri (2022). Tests of serial dependence for arbitrary distributions
#'@examples X <- SimAR1Poisson(c(5,0.2),100) out <- Sn_serial(X,5,3)
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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