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MixedIndTests: Tests of Randomness and Tests of Independence

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
DOI: 10.32614/CRAN.package.MixedIndTests
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

Documentation:

Reference manual: MixedIndTests.pdf

Downloads:

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

Linking:

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