Package: GofKmt 2.2.0
GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test
Consider a goodness-of-fit (GOF) problem of testing whether a random sample comes from one sample location-scale model where location and scale parameters are unknown. It is well known that Khmaladze martingale transformation method - which was proposed by Khmaladze (1981) <doi:10.1137/1126027> - provides asymptotic distribution free test for the GOF problem. This package contains one function: KhmaladzeTrans(). In this version, KhmaladzeTrans() provides test statistic and critical value of GOF test for normal, Cauchy, and logistic distributions. This package used the main algorithm proposed by Kim (2020) <doi:10.1007/s00180-020-00971-7> and tests for other distributions will be available at the later version.
Authors:
GofKmt_2.2.0.tar.gz
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GofKmt_2.2.0.tgz(r-4.4-x86_64)GofKmt_2.2.0.tgz(r-4.4-arm64)GofKmt_2.2.0.tgz(r-4.3-x86_64)GofKmt_2.2.0.tgz(r-4.3-arm64)
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GofKmt.pdf |GofKmt.html✨
GofKmt/json (API)
| # Install 'GofKmt' in R: |
| install.packages('GofKmt', repos = c('https://jwboys26.r-universe.dev', 'https://cloud.r-project.org')) |
- Tables - Tables of integrations and critical values
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:9679ca2cf2. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win-x86_64 | NOTE | Oct 31 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 31 2024 |
| R-4.4-win-x86_64 | NOTE | Oct 31 2024 |
| R-4.4-mac-x86_64 | NOTE | Oct 31 2024 |
| R-4.4-mac-aarch64 | NOTE | Oct 31 2024 |
| R-4.3-win-x86_64 | NOTE | Oct 31 2024 |
| R-4.3-mac-x86_64 | NOTE | Oct 31 2024 |
| R-4.3-mac-aarch64 | NOTE | Oct 31 2024 |
Exports:GetCVKhmaladzeTrans
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangRsolnpscalestibbletruncnormutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Obtain Critical Value Table | GetCV |
| Implementing Khmaladze Martingale Transformation. | KhmaladzeTrans |
| Tables of integrations and critical values | Tables |
