michellezhou2009/IRtests
Information ratio test and pseudo "in-and-out-of-sample" likelihood ratio test

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michellezhou2009/IRtests: Information ratio test and pseudo "in-and-out-of-sample" likelihood ratio test
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Man pages for michellezhou2009/IRtests
Information ratio test and pseudo "in-and-out-of-sample" likelihood ratio test

appExample 'app' data
IR.funCalculation of IR test statistic
IRtest_BiSurvCopulaIR test for misspecification of copula functions in...
PIOS.funCalculation of PIOS test statistic
PIOStest_BiSurvCopulaPIOS test for misspecification of copula functions in...
michellezhou2009/IRtests documentation built on Aug. 19, 2023, 11:24 p.m.

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