bootstrap: Function to perform multiplier bootstrap for tests of...
In MixedIndTests: Tests of Randomness and Tests of Independence
bootstrap R Documentation
Function to perform multiplier bootstrap for tests of randomness or independence
Description
This function simulates Cramer-von Mises statistics using Gaussian multipliers.
Usage
bootstrap(M, J, n)
Arguments
M
n x n x m vector with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]);
J
n x n vector for bootstrapping Sn.
n
length of the series.
Value
cvm_sim
Simulated value of the Cramer-von Mises statistics
sn_sim
simulated value of the Cramer-von Mises statistic Sn
References
B.R Nasri (2021). Tests of serial dependence for arbitrary distributions
MixedIndTests documentation built on May 29, 2024, 12:19 p.m.
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| bootstrap | R Documentation |
Function to perform multiplier bootstrap for tests of randomness or independence
Description
This function simulates Cramer-von Mises statistics using Gaussian multipliers.
Usage
bootstrap(M, J, n)
Arguments
M |
n x n x m vector with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]); |
J |
n x n vector for bootstrapping Sn. |
n |
length of the series. |
Value
cvm_sim |
Simulated value of the Cramer-von Mises statistics |
sn_sim |
simulated value of the Cramer-von Mises statistic Sn |
References
B.R Nasri (2021). Tests of serial dependence for arbitrary distributions
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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