independ.test: Testing for independence between two margins of pair-copulas
In penRvine: Flexible R-Vines Estimation Using Bivariate Penalized Splines
Description
Usage
Arguments
Details
Value
Author(s)
References
View source: R/independ.test.r
Description
Two margins of a pair-copulas are tested for independence in front of the estimation of the pair-copula, following Genest, C. and Remillard, B. (2004).
Usage
1
Arguments
data
Bivariate data for testing of independence.
Details
The test procedure is from the 'copula'-package.
Value
The p-value of the test statistic is returned.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Genest, C. and Remillard, B. (2004) Tests of independence and
randomness based on the empirical copula process. _Test_ *13*,
335-369.
penRvine documentation built on May 30, 2017, 2:20 a.m.
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Description Usage Arguments Details Value Author(s) References
View source: R/independ.test.r
Description
Two margins of a pair-copulas are tested for independence in front of the estimation of the pair-copula, following Genest, C. and Remillard, B. (2004).
Usage
1 |
Arguments
data |
Bivariate data for testing of independence. |
Details
The test procedure is from the 'copula'-package.
Value
The p-value of the test statistic is returned.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Genest, C. and Remillard, B. (2004) Tests of independence and randomness based on the empirical copula process. _Test_ *13*, 335-369.
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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