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gofIG: Goodness-of-Fit Tests for the Inverse Gaussian Distribution

We implement various tests for the composite hypothesis of testing the fit to the family of inverse Gaussian distributions. Included are methods presented by Allison, J.S., Betsch, S., Ebner, B., and Visagie, I.J.H. (2022) <doi:10.48550/arXiv.1910.14119>, as well as two tests from Henze and Klar (2002) <doi:10.1023/A:1022442506681>. Additionally, the package implements a test proposed by Baringhaus and Gaigall (2015) <doi:10.1016/j.jmva.2015.05.013>. For each test a parametric bootstrap procedure is implemented.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: pracma, rmutil
Published: 2024-11-01
DOI: 10.32614/CRAN.package.gofIG
Author: Bruno Ebner [aut, cre], Jaco Visagie [aut], Steffen Betsch [aut], James Allison [aut], Lucas Iglesias [ctb]
Maintainer: Bruno Ebner <bruno.ebner at kit.edu>
License: CC BY 4.0
NeedsCompilation: no
CRAN checks: gofIG results

Documentation:

Reference manual: gofIG.pdf

Downloads:

Package source: gofIG_1.0.tar.gz
Windows binaries: r-devel: gofIG_1.0.zip, r-release: gofIG_1.0.zip, r-oldrel: gofIG_1.0.zip
macOS binaries: r-release (arm64): gofIG_1.0.tgz, r-oldrel (arm64): gofIG_1.0.tgz, r-release (x86_64): gofIG_1.0.tgz, r-oldrel (x86_64): gofIG_1.0.tgz

Linking:

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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.