CRAN/E | vsgoftest

vsgoftest

Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

Installation

About

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.

Citation vsgoftest citation info

Key Metrics

Version 1.0-1
Published 2020-12-17 1197 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks vsgoftest results

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Maintainer

Maintainer

Philippe Regnault

philipperegnault@hotmail.com

Authors

Justine Lequesne

aut

Philippe Regnault

aut / cre

Material

Reference manual
Package source

Vignettes

Tutorial

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

vsgoftest archive

Depends

stats
fitdistrplus

Imports

Rcpp ≥ 0.12.1

Suggests

knitr

LinkingTo

Rcpp