GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test
Version 1.0

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.

AuthorJiwoong Kim [aut, cre]
Date of publication2016-04-19 18:22:45
MaintainerJiwoong Kim <jwboys26@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GofKmt")

Popular man pages

KhmaladzeTrans: Performs goodness-of-fit test through Khmaladze matringale...
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All man pages Function index File listing

Man pages

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

Functions

A12A22A21 Source code
B11 Source code
D1 Source code
D2 Source code
D3 Source code
Fl Source code
Fn Source code
Fn1 Source code
Gam333 Source code
IntNormal Source code
ItgofIntCauchy Source code
ItgofIntLogistic Source code
ItgofIntNormal Source code
KhmIntValCauchy Source code
KhmIntValLogistic Source code
KhmaladzeTrans Man page Source code
MLECauchyObjFunction Source code
SupWCauchy Source code
SupWLogistic Source code
SupWNormal Source code
WCauchy Source code
WLogistic Source code
WNormal Source code
Weird Source code
ac Source code
bc Source code
c22 Source code
cofx Source code
cx Source code
d22 Source code
dc Source code
dx Source code
fl Source code
fn Source code
g1 Source code
g2 Source code
k1 Source code
k2 Source code
mleLogis Source code

Files

NAMESPACE
R
R/KmtFunc.R
MD5
DESCRIPTION
man
man/KhmaladzeTrans.Rd
GofKmt documentation built on May 19, 2017, 4:20 p.m.

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