RVCompare: Compare Real Valued Random Variables
A framework with tools to compare two random variables, and determine which of takes produces lower values. 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, as explained in E. Arza (2021) <doi:10.48550/arXiv.2203.07889>. Given the observed samples of two random variables X_A and X_B, it can compute the cumulative difference-plot (see E. Arza (2021) <> for details). Uses bootstrap and 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: |
0.1.6 |
| 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: |
2022-05-27 |
| Author: |
Etor Arza |
| Maintainer: |
Etor Arza <etorarza at gmail.com> |
| License: |
CC0 |
| NeedsCompilation: |
yes |
| CRAN checks: |
RVCompare results |
Documentation:
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