esomnibus.default: Calculate Epps-Singleton two-sample test

View source: R/esomnibus.R

esomnibus.defaultR Documentation

Calculate Epps-Singleton two-sample test

Description

Calculate Epps-Singleton two-sample test

Usage

## Default S3 method:
esomnibus(
  x = numeric(),
  y,
  t = c(0.4, 0.8),
  iqr_type = 7,
  small_correction = FALSE
)

Arguments

x

Vector of data from first sample

y

Vector of data from second sample

t

Vector of points to calculate empirical characteristic function at. Default c(0.4,0.8)

iqr_type

How to calculate semi-inter-quartile-range. Reference the type argument in the IQR function. Defaults to 7. Special value: 99, as referenced in the appendix to the original publication.

small_correction

Should the small sample correction be applied? (TRUE or FALSE)

Value

A list (which is also of class 'esomnibustest') with the following elements:


ErikOSorensen/esomnibus documentation built on May 5, 2023, 11 p.m.