MDgof: Various Methods for the Goodness-of-Fit Problem in D>1 Dimensions

Provides multivariate goodness-of-fit testing with a common interface for several test statistics. Null models may be simple or include parameter estimation, with p-values obtained by parametric bootstrap simulation. The function gof_test_adjusted_pvalue() combines several tests and computes a p-value adjusted for simultaneous inference. The function gof_power() estimates test power. The functions hybrid_test() and hybrid_power() use Monte Carlo samples under the null together with two-sample procedures. The function run.studies() supports systematic power comparisons of user-supplied and included methods across case studies. See the included vignettes for method details and references.

install.packages("MDgof")

Try the MDgof package in your browser