DepDoubleTruncKS
Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations
Performs the Kolmogorov-Smirnov-type goodness-of-fit test for exponential duration models under independent or dependently double-truncated sampling scheme using Farlie-Gumbel-Morgenstern ('FGM') copulas, as proposed by Toparkus and Weissbach (2026) <doi:10.1007/s10985-026-09722-0>. Provides functions for profile maximum likelihood estimation / score equation solving, computation of the two-dimensional Kolmogorov-Smirnov test statistic over the double-truncation parallelogram, simulation of the asymptotic Gaussian process limit distribution for critical values and p-value calculation, and synthetic dataset generation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | DepDoubleTruncKS_0.1.0.tar.gz |
98.0 KiB |
0.1.0 |
rolling linux/noble R-4.5 | DepDoubleTruncKS_0.1.0.tar.gz |
97.8 KiB |
0.1.0 |
rolling source/ R- | DepDoubleTruncKS_0.1.0.tar.gz |
34.5 KiB |
0.1.0 |
latest linux/jammy R-4.5 | DepDoubleTruncKS_0.1.0.tar.gz |
98.0 KiB |
0.1.0 |
latest linux/noble R-4.5 | DepDoubleTruncKS_0.1.0.tar.gz |
97.8 KiB |
0.1.0 |
latest source/ R- | DepDoubleTruncKS_0.1.0.tar.gz |
34.5 KiB |
0.1.0 |
2026-04-23 source/ R- | DepDoubleTruncKS_0.1.0.tar.gz |
0 B |