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DepDoubleTruncKS  

Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations
View on CRAN: Click here


Download and install DepDoubleTruncKS package within the R console
Install from CRAN:
install.packages("DepDoubleTruncKS")

Install from Github:
library("remotes")
install_github("cran/DepDoubleTruncKS")

Install by package version:
library("remotes")
install_version("DepDoubleTruncKS", "0.1.0")



Attach the package and use:
library("DepDoubleTruncKS")
Maintained by
Shikhar Tyagi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-07
Latest Update: 2026-08-07
Description:
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.
How to cite:
Shikhar Tyagi (2026). DepDoubleTruncKS: Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations. R package version 0.1.0, https://cran.r-project.org/web/packages/DepDoubleTruncKS. Accessed 24 Oct. 2026.
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