sdfrs: Stochastic dominance tests for risk seekers

In qf1999/StatComp21039: Provide several functions for the final homework of the 'Statistical Computing' course in 2021 fall

Description

Stochastic dominance tests for risk seekers.

Usage

sdfrs(data1, data2, B = 2000)

Arguments

data1	the distribution you want to compare with data2
data2	the distribution you want to compare with data1
B	the computing times for bootstrap

Value

a list that contains tests result for FSD, SSD, TSD and some statistics output

Examples

## Not run: 
    set.seed(666)
    data31 <- rnorm(200, 2, 1)
    data32 <- rnorm(100, 0, 1)
    test3 <- sdfrs(data31, data32)
    print(test3$sd)

    data41 <- rnorm(100, 0, 2)
    data42 <- rnorm(150, 0, 1)
    test4 <- sdfrs(data41, data42)
    print(test4$sd)

## End(Not run)

qf1999/StatComp21039 documentation built on Dec. 23, 2021, 11:11 p.m.