copula (version 0.999-7)

ggraph-tools: Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms

Description

Tools for computing a graphical goodness-of-fit (GOF) test based on pairwise Rosenblatt transformed data. [object Object],[object Object],[object Object],[object Object]

Usage

pairwiseCcop(u, cop, ...)
pairwiseIndepTest(cu.u, N=256,
        iTest = indepTestSim(n, p=2, m=2, N=N, verbose = idT.verbose, ...),
        verbose=TRUE, idT.verbose = verbose, ...)
 pviTest(piTest)
gpviTest(pvalues, method=p.adjust.methods, globalFun=min)

Arguments

u

$(n,d)$-matrix of copula data.

cop

copula object used for the Rosenblatt transform ($H_0$ copula).

...

additional arguments passed to the internal function which computes the conditional copulas (for pairwiseCcop()). Can be used to pass, for example, the degrees of freedom parameter df for t-copulas.

For pai

cu.u

$(n,d,d)$-array as returned by pairwiseCcop().

N

argument of indepTestSim().

iTest

the result of (a version of) indepTestSim(); as it does not depend on the data, and is costly to compute, it can be computed separately and passed here.

verbose

integer (or logical) indicating if and how much progress should be printed during the computation of the tests for independence.

idT.verbose

logical, passed as verbose argument to indepTestSim().

piTest

$(d,d)$-matrix of indepTest objects as returned by pairwiseIndepTest().

pvalues

$(d,d)$-matrix of p-values.

method

character vector of adjustment methods for p-values; see p.adjust.methods for more details.

globalFun

function determining how to compute a global p-value from a matrix of pairwise adjusted p-values.

Value

• [object Object],[object Object],[object Object],[object Object]

References

Hofert and Mächler{Maechler} (2013), see pairsRosenblatt.

See Also

pairsRosenblatt for where these tools are used, including demo(gof_graph) for examples.

Examples

## demo(gof_graph)