GoFKernel-package: Testing Goodness-of-fit with the Kernel Density Estimator

Description Details Author(s) References

Description

Tests of goodness-of-fit based on kernel smoothing of the data.

Details

Package: GoFKernel
Depends: R (>=2.17.3), stats, KernSmooth (>=2.23-8)
Type: Package
Version: 2.1-1
Date: 2018-05-26
License: GPL

The most important functions in GoFKernel are dgeometric.test and fan.test.

Author(s)

Jose M. Pavia

Maintainer: Jose M. Pavia <Jose.M.Pavia@uv.es>

References

Fan, Y (1994) "Testing the goodness-of-fit of a parametric density function by kernel method", Econometric Theory, 10, 316-356.

Li, O. and Racine, J.F. (2007) "Nonparametric Econometrics", Princeton University Press, New Jersey.

Pavia, JM (2015) "Testing Goodness-of-fit with the Kernel Density Estimator: GoFKernel", Journal of Statistical Software, Code Snippets, 66(1), 1–27.


GoFKernel documentation built on May 2, 2019, 11:41 a.m.