GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test
Version 2.0

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, logistic, Gamma, Weibull, Gumbel, and Rayleigh distributions.

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Package details

AuthorJiwoong Kim [aut, cre]
Date of publication2017-07-08 16:51:55 UTC
MaintainerJiwoong Kim <[email protected]>
Package repositoryView on CRAN
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GofKmt documentation built on July 8, 2017, 5:01 p.m.