Package: GofKmt
Type: Package
Title: Khmaladze Martingale Transformation Goodness-of-Fit Test
Version: 2.1.1
Date: 2020-02-13
Author: Jiwoong Kim <jwboys26 at gmail.com>
Maintainer: Jiwoong Kim <jwboys26@gmail.com>
Description: 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, logistic, Gamma, and Weibull distributions.
Depends: R (>= 3.5.0)
License: GPL-2
LazyData: TRUE
Imports: Rcpp (>= 1.0.3), ggplot2, stats, utils, Rsolnp
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.0.2
NeedsCompilation: yes
Packaged: 2020-02-21 14:31:50 UTC; Jason
Repository: CRAN
Date/Publication: 2020-02-21 14:50:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 12:34:48 UTC; windows
Archs: i386, x64
