Package: GofKmt 2.2.0
Jiwoong Kim
GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test
Consider a goodness-of-fit (GOF) problem of testing whether a random sample comes from one sample location-scale model where location and scale parameters are unknown. It is well known that Khmaladze martingale transformation method - which was proposed by Khmaladze (1981) <doi:10.1137/1126027> - provides asymptotic distribution free test for the GOF problem. This package contains one function: KhmaladzeTrans(). In this version, KhmaladzeTrans() provides test statistic and critical value of GOF test for normal, Cauchy, and logistic distributions. This package used the main algorithm proposed by Kim (2020) <doi:10.1007/s00180-020-00971-7> and tests for other distributions will be available at the later version.
Authors:
GofKmt_2.2.0.tar.gz
GofKmt_2.2.0.tar.gz(r-4.5-noble)GofKmt_2.2.0.tar.gz(r-4.4-noble)
GofKmt_2.2.0.tgz(r-4.4-emscripten)GofKmt_2.2.0.tgz(r-4.3-emscripten)
GofKmt.pdf |GofKmt.html✨
GofKmt/json (API)
| # Install 'GofKmt' in R: |
| install.packages('GofKmt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- Tables - Tables of integrations and critical values
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:9679ca2cf2. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 25 2024 |
| R-4.5-linux-x86_64 | NOTE | Dec 25 2024 |
Exports:GetCVKhmaladzeTrans
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangRsolnpscalestibbletruncnormutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Obtain Critical Value Table | GetCV |
| Implementing Khmaladze Martingale Transformation. | KhmaladzeTrans |
| Tables of integrations and critical values | Tables |
