Package: KMT 1.0.0

Jiwoong Kim

KMT: Khmaladze Martingale Transformation Goodness-of-Fit Test

Consider a goodness-of-fit 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 proposed by Khmaladze (1981) <doi:10.1137/1126027> provides asymptotic distribution free test. This package provides test statistic and critical value of the 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 [aut, cre]

KMT_1.0.0.tar.gz
KMT_1.0.0.tar.gz(r-4.7-arm64)KMT_1.0.0.tar.gz(r-4.7-x86_64)KMT_1.0.0.tar.gz(r-4.6-arm64)KMT_1.0.0.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html✨
card.svg |card.png
KMT/json (API)

# Install 'KMT' in R:
install.packages('KMT', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

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

openblascppopenmp

1.00 score 212 downloads 7 exports 30 dependencies

Last updated from:2960439e0d. Checks:5 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK146
linux-devel-x86_64OK211
source / vignettesOK173
linux-release-arm64OK154
linux-release-x86_64OK147
wasm-releaseFAIL109

Exports:ADBMCvMDistr_InformationDrawUnzKSRun_KMT

Dependencies:clicodetoolscpp11digestfarverfuturefuture.applyggplot2globalsgluegtablegumbelisobandlabelinglifecyclelistenvnumDerivparallellyR6RColorBrewerRcppRcppArmadillorlangRsolnpS7scalestruncnormvctrsviridisLitewithr