Sn_A {MixedIndTests}R Documentation

Computes the Moebius Cramer-von Mises statistics for the test of independence between random variables

Description

This function computes Moebius Cramer-von Mises statistics for a tests of independence for matrix of data x.

Usage

Sn_A(x, trunc.level)

Arguments

x

Matrix of observations.

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

Genest, Neslehova, Remillard & Murphy (2019). Testing for independence in arbitrary distributions

#'@examples X <- rnorm(100,5) out <- Sn_A(X,3)


[Package MixedIndTests version 1.2.0 Index]