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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.
| Version: | 2.2.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.3), ggplot2, stats, utils, Rsolnp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2020-10-20 |
| DOI: | 10.32614/CRAN.package.GofKmt |
| Author: | Jiwoong Kim <jwboys26 at gmail.com> |
| Maintainer: | Jiwoong Kim <jwboys26 at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | GofKmt results |
| Reference manual: | GofKmt.pdf |
| Package source: | GofKmt_2.2.0.tar.gz |
| Windows binaries: | r-devel: GofKmt_2.2.0.zip, r-release: GofKmt_2.2.0.zip, r-oldrel: GofKmt_2.2.0.zip |
| macOS binaries: | r-release (arm64): GofKmt_2.2.0.tgz, r-oldrel (arm64): GofKmt_2.2.0.tgz, r-release (x86_64): GofKmt_2.2.0.tgz, r-oldrel (x86_64): GofKmt_2.2.0.tgz |
| Old sources: | GofKmt archive |
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