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Hi tnagler,
I think it also needs a correction in front of the standarnd deviation, since the sd() function uses 1/(n-1) as denominator, but the vuong's test statistic use 1/n. You may check the one in BiCopVuongClarke.R, which is correct.
Line 102 in
RVineVuongTest.R
, the variance calculation seems incorrect:It should be
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