RVCompare

Compare Real Valued Random Variables

CRAN Package

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.

  • Version0.1.8
  • R versionunknown
  • LicenseCC0
  • Needs compilation?Yes
  • Last release08/21/2023

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  • Depends2 packages
  • Imports1 package
  • Linking To1 package
  • Reverse Suggests1 package