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GofKmt  

Khmaladze Martingale Transformation Goodness-of-Fit Test
View on CRAN: Click here


Download and install GofKmt package within the R console
Install from CRAN:
install.packages("GofKmt")

Install from Github:
library("remotes")
install_github("cran/GofKmt")

Install by package version:
library("remotes")
install_version("GofKmt", "2.2.0")



Attach the package and use:
library("GofKmt")
Maintained by
Jiwoong Kim
[Scholar Profile | Author Map]
First Published: 2016-04-19
Latest Update: 2020-10-20
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) - 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) and tests for other distributions will be available at the later version.
How to cite:
Jiwoong Kim (2016). GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test. R package version 2.2.0, https://cran.r-project.org/web/packages/GofKmt. Accessed 03 May. 2025.
Previous versions and publish date:
1.0 (2016-04-19 18:22), 2.0 (2017-07-08 18:51), 2.1.0 (2020-02-14 16:40), 2.1.1 (2020-02-21 15:50)
Other packages that cited GofKmt R package
View GofKmt citation profile
Other R packages that GofKmt depends, imports, suggests or enhances
Complete documentation for GofKmt
Functions, R codes and Examples using the GofKmt R package
Some associated functions: GetCV . KhmaladzeTrans . Tables . 
Some associated R codes: KmtFunc.R . RcppExports.R . tbl_data.R .  Full GofKmt package functions and examples
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