Other packages > Find by keyword >

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", "2.3.1")



Attach the package and use:
library("GofKmt")
Maintained by
Jiwoong Kim
[Scholar Profile | Author Map]
All associated links for this package
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 2.3.1, https://cran.r-project.org/web/packages/GofKmt. Accessed 10 Oct. 2026.
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), 2.2.0 (2020-10-20 14:30), 2.3.1 (2025-12-18 23:40), (2026-07-09 08:05)
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
adespatial  
Multivariate Multiscale Spatial Analysis
Tools for the multiscale spatial analysis of multivariate data. Several methods are based on the us ...
Download / Learn more Package Citations See dependency  
eoR  
Data Management Package (Exposure and Occurrence Data in R)
This data management package provides some helper classes for publicly available data sources (HMD, ...
Download / Learn more Package Citations See dependency  
RPEnsemble  
Random Projection Ensemble Classification
Implements the methodology of "Cannings, T. I. and Samworth, R. J. (2017) Random-projection ensemble ...
Download / Learn more Package Citations See dependency  
keyATM  
Keyword Assisted Topic Models
Fits keyword assisted topic models (keyATM) using collapsed Gibbs samplers. The keyATM combines the ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,729

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA