GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test

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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 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.

Author
Jiwoong Kim [aut, cre]
Date of publication
2016-04-19 18:22:45
Maintainer
Jiwoong Kim <jwboys26@gmail.com>
License
GPL-2
Version
1.0

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Man pages

KhmaladzeTrans
Performs goodness-of-fit test through Khmaladze matringale...

Files in this package

GofKmt
GofKmt/NAMESPACE
GofKmt/R
GofKmt/R/KmtFunc.R
GofKmt/MD5
GofKmt/DESCRIPTION
GofKmt/man
GofKmt/man/KhmaladzeTrans.Rd