stat_dep: Computes the Kendall's taus and Spearman's rho for tests of...
In MixedIndTests: Tests of Randomness and Tests of Independence
stat_dep R Documentation
Computes the Kendall's taus and Spearman's rho for tests of randomness
Description
This function Computes the Kendall's taus and Spearman's rho for tests of independence used in EstDep
Usage
stat_dep(x, y)
Arguments
x
Vector of length n
y
Vector of length n
Value
tau
Kendall's taus for lags 1:lag
rho
Spearman's rhos for lags 1:lag
s2
Estimated variance of Spearman's rho
References
Genest, Neslehova, & Remillard (2017). Asymptotic behavior of the empirical multilinear copula process under broad conditions
Examples
x <- SimAR1Poisson(c(5,0.2),100)
y <- SimAR1Poisson(c(5,0.2),100)
out <- stat_dep(x,y)
MixedIndTests documentation built on May 29, 2024, 12:19 p.m.
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| stat_dep | R Documentation |
Computes the Kendall's taus and Spearman's rho for tests of randomness
Description
This function Computes the Kendall's taus and Spearman's rho for tests of independence used in EstDep
Usage
stat_dep(x, y)
Arguments
x |
Vector of length n |
y |
Vector of length n |
Value
tau |
Kendall's taus for lags 1:lag |
rho |
Spearman's rhos for lags 1:lag |
s2 |
Estimated variance of Spearman's rho |
References
Genest, Neslehova, & Remillard (2017). Asymptotic behavior of the empirical multilinear copula process under broad conditions
Examples
x <- SimAR1Poisson(c(5,0.2),100)
y <- SimAR1Poisson(c(5,0.2),100)
out <- stat_dep(x,y)
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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