stat_dep_ser: Computes the Kendall's taus and Spearman's rho for tests of...
In MixedIndTests: Tests of Randomness and Tests of Independence
stat_dep_ser 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 randomness.
Usage
stat_dep_ser(x, lag)
Arguments
x
Time series
lag
Number of lags.
Value
tau
Kendall's taus for lags 1:lag
rho
Spearman's rhos for lags 1:lag
References
B.R Nasri (2021). Tests of serial dependence for arbitrary distributions
Examples
X <- SimAR1Poisson(c(5,0.2),100)
out <- stat_dep_ser(X,10)
MixedIndTests documentation built on May 29, 2024, 12:19 p.m.
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| stat_dep_ser | 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 randomness.
Usage
stat_dep_ser(x, lag)
Arguments
x |
Time series |
lag |
Number of lags. |
Value
tau |
Kendall's taus for lags 1:lag |
rho |
Spearman's rhos for lags 1:lag |
References
B.R Nasri (2021). Tests of serial dependence for arbitrary distributions
Examples
X <- SimAR1Poisson(c(5,0.2),100)
out <- stat_dep_ser(X,10)
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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