mdd_test_boot: Conditional mean independence test using wild bootstrap

In jeffjyan/MDD: Conditional Mean Independence Testing via Martingale Difference Divergence

Description

Conditional mean independence test using wild bootstrap

Usage

mdd_test_boot(X, Y, B = 999)

Arguments

X	distances or data of first sample
Y	distances or data of second sample
B	number of replicates

Value

mdd_test_boot returns a list containing

• test_statistic: observed value of the test statistic

• MDD_sq_U: unbiased estimate of squared martingale difference divergence

• replicates: replicates of the test statistic

• p_value: approximate p-value of the test

References

Chung Eun Lee, Xianyang Zhang, and Xiaofeng Shao. Testing the conditional mean independence for functional data. Biometrika, forthcoming, 2019.

Examples

A <- iris[1:50, 1:2]
B <- iris[1:50, 3:4]
set.seed(1)
mdd_test_boot(A, B)

jeffjyan/MDD documentation built on Dec. 9, 2019, 12:16 a.m.