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:Jiwoong Kim <jwboys26 at gmail.com>

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 = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • Tables - Tables of integrations and critical values

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

1.00 score 173 downloads 2 exports 32 dependencies

Last updated 4 years agofrom:9679ca2cf2. Checks:1 OK, 2 NOTE. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-linux-x86_64NOTEMar 25 2025
R-4.4-linux-x86_64NOTEMar 25 2025

Exports:GetCVKhmaladzeTrans

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangRsolnpscalestibbletruncnormutf8vctrsviridisLitewithr

Citation

To cite package ‘GofKmt’ in publications use:

Kim J (2020). GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test. R package version 2.2.0, https://CRAN.R-project.org/package=GofKmt.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {GofKmt: Khmaladze Martingale Transformation
      Goodness-of-Fit Test},
    author = {Jiwoong Kim},
    year = {2020},
    note = {R package version 2.2.0},
    url = {https://CRAN.R-project.org/package=GofKmt},
  }