SnB {HMMcopula}R Documentation

Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform

Description

Computation of the Cramer-von Mises statistic SnB for GOF based on the Rosenblatt transform

Usage

SnB(E)

Arguments

E

(n x d) matrix of pseudos-observations (normalized ranks)

Value

Sn

Cramer-von Mises statistic


[Package HMMcopula version 1.1.0 Index]