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 - which was proposed by Khmaladze (1981) <DOI:10.1137/1126027> - 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, logistic, Gamma, and Weibull distributions.

Getting started

Package details

AuthorJiwoong Kim <jwboys26 at gmail.com>
MaintainerJiwoong Kim <jwboys26@gmail.com>
LicenseGPL-2
Version2.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GofKmt")

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GofKmt documentation built on March 26, 2020, 7:52 p.m.