vsgoftest: Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2018) <arXiv:1806.07244>.

Package details

AuthorJustine Lequesne [aut], Philippe Regnault [aut, cre]
MaintainerPhilippe Regnault <philipperegnault@hotmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the vsgoftest package in your browser

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

vsgoftest documentation built on May 1, 2019, 7:58 p.m.