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KMT
View on CRAN: Click
here
Download and install KMT package within the R console
Install from CRAN:
install.packages("KMT")
Install from Github:
library("remotes")
install_github("cran/KMT") Install by package version:
library("remotes")
install_version("KMT", "1.0.0") Attach the package and use:
library("KMT")
Maintained by
Jiwoong Kim
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First Published: 2026-05-19
Latest Update: 2026-05-19
Description:
Consider a goodness-of-fit 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 proposed by Khmaladze (1981) <doi:10.1137/1126027> provides asymptotic distribution free test. This package provides test statistic and critical value of the 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.
How to cite:
Jiwoong Kim (2026). KMT: Khmaladze Martingale Transformation Goodness-of-Fit Test. R package version 1.0.0, https://cran.r-project.org/web/packages/KMT. Accessed 24 Oct. 2026.
Previous versions and publish date:
1.0.0 (2026-05-04 21:00), (2026-07-09 08:07)
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