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 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.
- Jiwoong Kim [aut, cre]
- Date of publication
- 2016-04-19 18:22:45
- Jiwoong Kim <firstname.lastname@example.org>
- Performs goodness-of-fit test through Khmaladze matringale...
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