Description Usage Arguments Details Value References Examples
This function computes the goodness-of-fit test for the gamma family in the spirit of Kolmogorov and Smirnov. Note that this tests the composite hypothesis of fit to the family of gamma distributions, i.e. a bootstrap procedure is implemented to perform the test.
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data |
a vector of positive numbers. |
boot |
number of bootstrap iterations used to obtain critical value. |
alpha |
level of significance of the test. |
The Kolmogorov Smirnov test is computed as described in Henze et. al. (2012). Critical values are obtained by a parametric bootstrap procedure, see crit.values
.
a list containing the value of the test statistic, the approximated critical value and a test decision on the significance level alpha
:
$T.value
the value of the test statistic.
$cv
the approximated critical value.
$par.est
number of points used in approximation.
$Decision
the comparison of the critical value and the value of the test statistic.
$sig.level
level of significance chosen.
$boot.run
number of bootstrap iterations.
Henze, N., Meintanis, S.G., Ebner, B. (2012) "Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform". Communications in Statistics - Theory and Methods, 41(9): 1543-1556. DOI
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