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KMT  

Khmaladze Martingale Transformation Goodness-of-Fit Test
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
[Scholar Profile | Author Map]
All associated links for this package
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 28 Jul. 2026.
Previous versions and publish date:
1.0.0 (2026-05-04 21:00), (2026-07-09 08:07)
Other packages that cited KMT R package
View KMT citation profile
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Complete documentation for KMT
Functions, R codes and Examples using the KMT R package
Full KMT package functions and examples
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