Test for assessing the radial symmetry of the underlying multivariate copula based on the empirical copula. The test statistic is a multivariate extension of the definition adopted in the first reference. An approximate p-value for the test statistic is obtained by means of a appropriate bootstrap which can take the presence of ties in the component series of the data into accont; see the second reference.
radSymTest(x, N = 1000, ties = NA)a data matrix that will be transformed to pseudo-observations.
number of boostrap iterations to be used to simulate realizations of the test statistic under the null hypothesis.
logical; if TRUE, the boostrap procedure is
adapted to the presence of ties in any of the coordinate samples
of x; the default value of NA indicates that the
presence/absence of ties will be checked for automatically.
An object of class htest which is a list,
some of the components of which are
value of the test statistic.
corresponding approximate p-value.
More details are available in the second reference.
Genest, C. and G. Ne<U+0161>lehov<U+00E1>, J. (2014). On tests of radial symmetry for bivariate copulas. Statistical Papers 55, 1107--1119.
Kojadinovic, I. (2017). Some copula inference procedures adapted to the presence of ties. Computational Statistics and Data Analysis 112, 24--41, http://arxiv.org/abs/1609.05519.
# NOT RUN {
## Data from radially symmetric copulas
radSymTest(rCopula(200, frankCopula(3)))
# }
# NOT RUN {
radSymTest(rCopula(200, normalCopula(0.7, dim = 3)))
# }
# NOT RUN {
## Data from non radially symmetric copulas
radSymTest(rCopula(200, claytonCopula(3)))
# }
# NOT RUN {
radSymTest(rCopula(200, gumbelCopula(2, dim=3)))
# }
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