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vsgoftest  

Goodness-of-Fit Tests Based on Kullback-Leibler Divergence
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("vsgoftest", "1.0-1")



Attach the package and use:
library("vsgoftest")
Maintained by
Philippe Regnault
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-06-24
Latest Update: 2020-12-17
Description:
An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2020) <doi:10.18637/jss.v096.c01>.
How to cite:
Philippe Regnault (2018). vsgoftest: Goodness-of-Fit Tests Based on Kullback-Leibler Divergence. R package version 1.0-1, https://cran.r-project.org/web/packages/vsgoftest. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:59), 0.3-2 (2018-06-24 15:32)
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Other R packages that vsgoftest depends, imports, suggests or enhances
Complete documentation for vsgoftest
Functions, R codes and Examples using the vsgoftest R package
Some associated functions: contaminants . dlaplace . dpareto . entropy.estimate . vs.test . vsgoftest-package . 
Some associated R codes: RcppExports.R . external.R . internal.R .  Full vsgoftest package functions and examples
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