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.
|Author||Jiwoong Kim <jwboys26 at gmail.com>|
|Maintainer||Jiwoong Kim <email@example.com>|
|Package repository||View on CRAN|
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