DepDoubleTruncKS
0.1.0Kolmogorov-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
- OK2026-08-086 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 15%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-08-08 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-08
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 5.8 KB / 1 file
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("DepDoubleTruncKS")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.