RVCompare: Compare Real Valued Random Variables
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>.
Version: |
0.1.8 |
Depends: |
stats (≥ 3.4.4), pracma (≥ 2.2.2), ggplot2 (≥ 3.2.0), methods (≥ 3.0.3) |
Imports: |
Rcpp (≥ 1.0.7), utils (≥ 3.4.4) |
LinkingTo: |
Rcpp |
Published: |
2023-08-21 |
Author: |
Etor Arza |
Maintainer: |
Etor Arza <etorarza at gmail.com> |
License: |
CC0 |
NeedsCompilation: |
yes |
Materials: |
README |
CRAN checks: |
RVCompare results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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