Sn_AserialVec {MixedIndTests} | R Documentation |
Computes the Moebius Cramer-von Mises statistics for the test of randomness
Description
This function he Moebius Cramer-von Mises statistics for a tests of randomness for random vectors Y(1), ...l, X(p).
Usage
Sn_AserialVec(Y, p, trunc.level = 2)
Arguments
Y |
Time series. |
p |
Number of consecutive observations for the test. |
trunc.level |
Only subsets of cardinality <= trunc.level (default=2) are considered for the Moebius statistics. |
Value
stats |
Cramer-von Mises Moebius statistics |
cardA |
Cardinality of subsets |
M |
Matrix for multitpliers bootstrap for stats |
Asets |
vector of (0,1) for Moebius subsets |
Sn |
Cramer-von Mises Sn statistic |
J |
Matrix for multipliers bootstrap for Sn |
References
B.R Nasri (2022). Tests of serial dependence for arbitrary distributions
#'@examples Y <- data(Y) out <- Sn_Aserial(Y,5,2)
[Package MixedIndTests version 1.2.0 Index]