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cvm_multiplier_bootstrap

Function cvm_multiplier_bootstrap 

Source
pub fn cvm_multiplier_bootstrap<C, R>(
    copula: &C,
    pseudo_obs: &DMatrix<f64>,
    n_rep: usize,
    rng: &mut R,
) -> Result<Vec<f64>>
where C: Copula, R: Rng + ?Sized,
Expand description

Generate a distribution of Cramér-von Mises statistics using a simple multiplier bootstrap.

Random weights with mean 0 and variance 1 are drawn for each observation and used to perturb the empirical process. This approximates the sampling distribution of the statistic without resampling the data.