EDFtest (version 0.1.0)

EDFtest-package: EDFtest: Goodness-of-fit Tests based on Empirical Distribution Function

Description

EDFtest provides software for the calculation of goodness-of-fit test statistics and their P-values. The three statistics computed are the Empirical Distribution function statistics called Cram<U+00E9>r-von Mises, Anderson-Darling, and Watson statistic.

References

Stephens, M.A. (1974). EDF Statistics for Goodness of Fit and Some Comparisons. Journal of the American Statistical Association, Vol. 69, 730-737. Available at https://doi.org/10.2307/2286009.

Stephens, M.A. (1976). Asymptotic results for goodness-of-fit statistics with unknown parameters. Annals of Statistics, Vol. 4, 357-369. Available at https://scholar.google.com/scholar_url?url=https://projecteuclid.org/journals/annals-of-statistics/volume-4/issue-2/Asymptotic-Results-for-Goodness-of-Fit-Statistics-with-Unknown-Parameters/10.1214/aos/1176343411.pdf&hl=en&sa=T&oi=ucasa&ct=ufr&ei=Wmd0YePQH_iM6rQPgq2vuAg&scisig=AAGBfm09GbS_cTMrgCfM7KEYz6yjOKMUfQ

See Also

Useful links:

• https://github.com/LiYao-sfu/EDFtest

• Report bugs at https://github.com/LiYao-sfu/EDFtest/issues