cpp_helper_from_ranks_to_integrable_values

Helper function for from_ranks_to_integrable_values

A framework with tools to compare two random variables via stochastic dominance. See the README.md at <https://github.com/EtorArza/RVCompare> for a quick start guide. It can compute the Cp and Cd of two probability distributions and the Cumulative Difference Plot as explained in E. Arza (2022) <doi:10.1080/10618600.2022.2084405>. Uses bootstrap or DKW-bounds to compute the confidence bands of the cumulative distributions. These two methods are described in B. Efron. (1979) <doi:10.1214/aos/1176344552> and P. Massart (1990) <doi:10.1214/aop/1176990746>.

Etor Arza

RVCompare

Compare Real Valued Random Variables

cpp_helper_from_ranks_to_integrable_values function

<dl><dt>rank_interval_mult</dt>
<dd>the value of the normalized density of Y_A.</dd>
<dt>j_max</dt>
<dd>maximum number of sample points.</dd></dl>

Arguments

Helper function for from_ranks_to_integrable_values — cpp_helper_from_ranks_to_integrable_values

<dl>

<dt>rank_interval_mult</dt>
<dd>the value of the normalized density of Y_A.</dd>


<dt>j_max</dt>
<dd>maximum number of sample points.</dd>

</dl>

cpp_helper_from_ranks_to_integrable_values: Helper function for from_ranks_to_integrable_values

Description

Usage

Arguments