Computes the Weibull GoF tests based on the Laplace transform: Baringhaus-Henze (BH) and Henze (He). The test statistic of Klar (Kl) is based on the integrated distribution function. Two tests are based on the mean residual life (BHC, BHK).
1 |
x |
a numeric vector of data values. |
type |
the type of the test statistic used. "BH" is the default used test of Baringhaus-Henze,"He" for Henze, "Kl" for Klar, "BHC" and "BHK" for the tests based on the integrated distribution function. |
a |
parameter value to be adjusted for the test statistics. |
nsim |
an integer specifying the number of replicates used in Monte Carlo. |
An object of class htest.
Meryam KRIT
Baringhaus L. and Henze N., Tests of fit for exponentiality based on a characterization via the mean residual life function, Statistical Papers, 41, 225-236, 2000.
Baringhaus L. and Henze N., A class of consistent tests for exponentiality based on the empirical Laplace transform, Annals of the Institute of Statistical Mathematics, 43, 551-564, 1991.
Henze N., A new flexible class of omnibus tests for exponentiality, Communications in Statistics, Theory and Methods, 22, 115-133, 1993.
Klar B., Goodness-of-fit tests for the exponential and normal distribution based on the integrated distribution function, Annals of the Institute of Statistical Mathematics, 53, 338-353, 2001.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
All documentation is copyright its authors; we didn't write any of that.