gofgamma: Goodness-of-Fit Tests for the Gamma Distribution

We implement various classical tests for the composite hypothesis of testing the fit to the family of gamma distributions as the Kolmogorov-Smirnov test, the Cramer-von Mises test, the Anderson Darling test and the Watson test. For each test a parametric bootstrap procedure is implemented, as considered in Henze, Meintanis & Ebner (2012) <doi:10.1080/03610926.2010.542851>. The recent procedures presented in Henze, Meintanis & Ebner (2012) <doi:10.1080/03610926.2010.542851> and Betsch & Ebner (2019) <doi:10.1007/s00184-019-00708-7> are implemented. Estimation of parameters of the gamma law are implemented using the method of Bhattacharya (2001) <doi:10.1080/00949650108812100>.

Getting started

Package details

AuthorLucas Butsch [aut], Bruno Ebner [aut, cre], Steffen Betsch [aut]
MaintainerBruno Ebner <bruno.ebner@kit.edu>
LicenseCC BY 4.0
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gofgamma")

Try the gofgamma package in your browser

Any scripts or data that you put into this service are public.

gofgamma documentation built on April 29, 2020, 5:07 p.m.