Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations
Overview
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.
Install
Health
- OK13 OKNow
- OK6 OK2026-08-08
Documentation
- Help pages
- 13
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 78%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 15%
Downloads
Dependencies
Installing DepDoubleTruncKS adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
- 0.1.0Latest2026-08-07 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-07
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 5.8 KB / 1 file
- Download size
- 34 KB
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