DepDoubleTruncKS: Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations
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.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-08-07 |
| DOI: | 10.32614/CRAN.package.DepDoubleTruncKS (may not be active yet) |
| Author: | Shikhar Tyagi 
[aut, cre],
Arvind Pandey [aut],
Bhupendra Singh [aut],
Vrijesh Tripathi [aut] |
| Maintainer: | Shikhar Tyagi <shikhar1093tyagi at gmail.com> |
| License: | GPL (≥ 3) |
| URL: | https://doi.org/10.1007/s10985-026-09722-0 |
| NeedsCompilation: | no |
| CRAN checks: | DepDoubleTruncKS results |
Documentation:
| Reference manual: | DepDoubleTruncKS.html , DepDoubleTruncKS.pdf |
| Vignettes: |
Kolmogorov-Smirnov Goodness-of-Fit Test for Dependently Double-Truncated Durations (source, R code) |
Downloads:
| Package source: | DepDoubleTruncKS_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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