Module testing 

Statistical testing utilities.

This module provides goodness-of-fit procedures for evaluating copula models. At the moment, it contains goodness-of-fit statistics such as the Cramér-von Mises and Kolmogorov-Smirnov tests for comparing a fitted copula with empirical pseudo-observations.

Functions

anderson_darling

Compute the Anderson-Darling statistic for a copula model.

cramer_von_mises

Compute the Cramér-von Mises statistic for a copula model.

cvm_multiplier_bootstrap

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

kolmogorov_smirnov

Compute the Kolmogorov-Smirnov statistic for a copula model.