cvm_stat_M

This function Computing the Cramér - von Mises distance between two samples.

Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.

Marco Bee

FitDynMix

Estimation of Dynamic Mixtures

cvm_stat_M function

<dl><dt>vec1</dt>
<dd>(n x 1) vector: first sample.</dd>
<dt>vec2</dt>
<dd>(n x 1) vector: second sample.</dd>
<dt>power</dt>
<dd>power of the integrand. Equal to 2 when using the L2 distance</dd></dl>

Arguments

Computing the Cramér - von Mises distance between two samples — cvm_stat_M

<dl>

<dt>vec1</dt>
<dd>(n x 1) vector: first sample.</dd>


<dt>vec2</dt>
<dd>(n x 1) vector: second sample.</dd>


<dt>power</dt>
<dd>power of the integrand. Equal to 2 when using the L2 distance</dd>

</dl>

cvm_stat_M: Computing the Cramér - von Mises distance between two samples

Description

Usage

Value

Arguments

Details

References

Examples