ErikOSorensen/esomnibus: Calculate Epps-Singleton Omnibus Test For Equality of Distribution
Functions to calculate Epps-Singleton (empirical characteristic function) tests for equality of distribution in the two-sample setting. Provides some variations in how the scaling and the covariances are calculated to be able to compare with test statistics calculated in the empirical literature.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.0.9000 |
| URL | https://github.com/ErikOSorensen/esomnibus |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
