EtorArza/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
Browse package contents
Package details |
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| Author | Etor Arza |
| Maintainer | Etor Arza <etorarza@gmail.com> |
| License | CC0 |
| Version | 0.1.8 |
| URL | https://github.com/EtorArza/RVCompare |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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