asm_preJoint: Spanos Auxiliary Regression

In animalSymbolicum/assumptions: Look up, plot, simulate and test statistical assumptions

Description

This function conducts a version of Aris Spanos Auxiliary Regression to jointly test if the variable is independent and identically distributed.

Usage

asm_preJoint(data, simulate = FALSE)

Arguments

data	a data.frame with at least two columns or a list of length two.
simulate	logical if running in simulation.

References

Spanos, A. (2019). Misspecification (M-S) Testing. Chapter 15 of Probability theory and statistical inference: Empirical modeling with observational data.

Examples

# test with normal data
asm_preJoint(rnorm(40))
# test with non identically distributed data
asm_preJoint(c(rnorm(20), rnorm(20, 2, 2)))
# test with non independent data
asm_preJoint(diffinv(rnorm(40)))

animalSymbolicum/assumptions documentation built on Dec. 19, 2021, 3:37 a.m.