The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Functions for testing randomness for a univariate time series with arbitrary distribution (discrete, continuous, mixture of both types) and for testing independence between random variables with arbitrary distributions. The test statistics are based on the multilinear empirical copula and multipliers are used to compute P-values. The test of independence between random variables appeared in Genest, Nešlehová, Rémillard & Murphy (2019) and the test of randomness appeared in Nasri (2022).
| Version: | 1.2.0 |
| Depends: | R (≥ 3.5.0), doParallel, parallel, foreach, stats, copula |
| Imports: | ggplot2, survey |
| Published: | 2024-02-14 |
| Author: | Bouchra R. Nasri [aut, cre, cph], Bruno N Remillard [aut], Johanna G Neslehova [aut], Christian Genest [aut] |
| Maintainer: | Bouchra R. Nasri <bouchra.nasri at umontreal.ca> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | MixedIndTests results |
| Reference manual: | MixedIndTests.pdf |
| Package source: | MixedIndTests_1.2.0.tar.gz |
| Windows binaries: | r-devel: MixedIndTests_1.2.0.zip, r-release: MixedIndTests_1.2.0.zip, r-oldrel: MixedIndTests_1.2.0.zip |
| macOS binaries: | r-release (arm64): MixedIndTests_1.2.0.tgz, r-oldrel (arm64): MixedIndTests_1.2.0.tgz, r-release (x86_64): MixedIndTests_1.2.0.tgz, r-oldrel (x86_64): MixedIndTests_1.2.0.tgz |
| Old sources: | MixedIndTests archive |
Please use the canonical form https://CRAN.R-project.org/package=MixedIndTests to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.