MonotonicityTest - Nonparametric Bootstrap Test for Regression Monotonicity
Implements nonparametric bootstrap tests for detecting monotonicity in regression functions from Hall, P. and Heckman, N. (2000) <doi:10.1214/aos/1016120363> Includes tools for visualizing results using Nadaraya-Watson kernel regression and supports efficient computation with 'C++'.
Last updated 14 days ago
cppopenmp
3.48 score 2 scripts