myllym/GET: Global Envelopes

Implementation of global envelopes with intrinsic graphical interpretation which can be used for graphical Monte Carlo and permutation tests where the test statistic is a multivariate vector or function (e.g. goodness-of-fit testing for point patterns and random sets, functional analysis of variance, functional general linear model, n-sample test of correspondence of distribution functions), for central regions of functional or multivariate data (e.g. outlier detection, functional boxplot) and for global confidence and prediction bands (e.g. confidence band in polynomial regression, Bayesian posterior prediction). See Myllymäki and Mrkvička (2019) <arXiv:1911.06583>, Myllymäki et al. (2017) <doi: 10.1111/rssb.12172>, Mrkvička et al. (2017) <doi: 10.1007/s11222-016-9683-9>, Mrkvička et al. (2016) <doi: 10.1016/j.spasta.2016.04.005>, Mrkvička et al. (2018) <arXiv:1612.03608>, Mrkvička et al. (2019) <arXiv:1906.09004>, Mrkvička et al. (2019) <arXiv:1902.04926>.

Getting started

Package details

MaintainerMari Myllymäki <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
myllym/GET documentation built on Nov. 22, 2019, 2:39 a.m.