mindep.boot: An ICM Test of Mean Independence by Wild Bootstrap

In estsyawo/bayesprdopt: Useful Functions and Algorithms

An ICM Test of Mean Independence by Wild Bootstrap

Description

mindep.boot tests the mean independence of U conditional on V using the wild bootstrap

Usage

mindep.boot(
  U,
  V,
  B = 199,
  Kern = "Gauss",
  wmat = NULL,
  cl = NULL,
  cluster = NULL
)

Arguments

U	univariate variable
V	possibly multivariate variable
B	number of wild bootstrap samples. Defaults to 199
Kern	type of kernel. See Details for available kernels
wmat	in case the n x B matrix of wild bootstrap weights are supplied by the user.
cl	an integer to indicate number of child-processes in pbapply::pbsapply().
cluster	vector of length n with cluster ids if cluster-robust wild-bootstrap is used

Value

test statistic and p-value

Examples

set.seed(12); X = rnorm(200)
mindep.boot(X,abs(X)); mindep.boot(abs(X),X)

estsyawo/bayesprdopt documentation built on April 2, 2024, 2:18 p.m.