gnFit: Goodness of Fit Test for Continuous Distribution Functions
Version 0.2.0

Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) . In addition to our classic distribution functions here, we calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.

Getting started

Package details

AuthorAli Saeb
Date of publication2018-06-07 19:00:29 UTC
MaintainerAli Saeb <[email protected]>
LicenseGPL
Version0.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gnFit")

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gnFit documentation built on June 8, 2018, 1:04 a.m.