Nothing
PBGoF: Parametric Bootstrap Tests for the Skew-Normal Distribution
Provides goodness-of-fit tests for the skew-normal distribution with estimated parameters. Implements Kolmogorov-Smirnov and Cramér-von Mises tests using parametric bootstrap or precomputed simulation quantiles, together with robust parameter estimation procedures. Package methods and documentation are described by Li and Khang (2026) <https://github.com/Divo-Lee/PBGoF>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Hongxiang Li [aut, cre], Tsung Fei Khang [aut] |
| Maintainer | Hongxiang Li <hxli@ynnu.edu.cn> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the PBGoF package in your browser
Any scripts or data that you put into this service are public.
