RVCompare: Compare Real Valued Random Variables

A framework with tools to compare two random variables via stochastic dominance. See the README.md at <https://github.com/EtorArza/RVCompare> for a quick start guide. It can compute the Cp and Cd of two probability distributions and the Cumulative Difference Plot as explained in E. Arza (2022) <doi:10.1080/10618600.2022.2084405>. Uses bootstrap or DKW-bounds to compute the confidence bands of the cumulative distributions. These two methods are described in B. Efron. (1979) <doi:10.1214/aos/1176344552> and P. Massart (1990) <doi:10.1214/aop/1176990746>.

Getting started

Package details

AuthorEtor Arza
MaintainerEtor Arza <etorarza@gmail.com>
Package repositoryView on CRAN
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RVCompare documentation built on Aug. 21, 2023, 5:13 p.m.