bootstrap {MixedIndTests} | R Documentation |
This function simulates Cramer-von Mises statistics using Gaussian multipliers.
bootstrap(M, J, n)
M |
n x n x m vector with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]); |
J |
n x n vector for bootstrapping Sn. |
n |
length of the series. |
cvm_sim |
Simulated value of the Cramer-von Mises statistics |
sn_sim |
simulated value of the Cramer-von Mises statistic Sn |
B.R Nasri (2021). Tests of serial dependence for arbitrary distributions