MarginalMaxTest: Max-Type Test for Marginal Correlation with Bootstrap
Test the marginal correlation between a scalar response variable with a vector of explanatory variables
using the max-type test with bootstrap.
The test is based on the max-type statistic and its asymptotic distribution
under the null hypothesis of no marginal correlation.
The bootstrap procedure is used to approximate the null distribution of the test statistic.
The package provides a function for performing the test. For more technical details, refer to Zhang and Laber (2014) <doi:10.1080/01621459.2015.1106403>.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=MarginalMaxTest
to link to this page.