Tests of Randomness and Tests of Independence


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Documentation for package ‘MixedIndTests’ version 0.8.0

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AutoDep Dependogram for Kendall's tau and Spearman's rho
Dependogram Dependogram for Cramer-von Mises statistics
EstDep Kendall's tau and Spearman's rho statistics for testing independence between random variables
EstDepSerial Kendall's tau and Spearman's rho statistics for testing randomness in a univariate time series
Finv Quantile function of margins
horseshoecrabs Horseshoecrabs dataset
lamb Fetal lamb dataset
select_p Data-driven selection of p for the test of randomness
SimAR1Poisson Simulation of a AR(1) Poisson process
SimCopulaSeries Simulation of a copula-based time series
TestIndCopula Statistics and P-values for a test of independence between random variables
TestIndSerCopula Statistics and P-values for a test of randomness for a univariate time series
TestIndSerCopulaMulti Statistics and P-values for a test of randomness for a multivariate time series
X AR(1) Poisson with parameters
Xbin Bernoulli sequence
Y VAR(1) Poisson with parameters