The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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.

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

Documentation:

Reference manual: GofKmt.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GofKmt to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.