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L2DensityGoFtest (version 0.6.0)

Density Goodness-of-Fit Test

Description

Provides functions for the implementation of a density goodness-of-fit test, based on piecewise approximation of the L2 distance.

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Version

Install

install.packages('L2DensityGoFtest')

Monthly Downloads

167

Version

0.6.0

License

GPL (>= 2)

Maintainer

Dimitrios Bagkavos

Last Published

January 27th, 2023

Functions in L2DensityGoFtest (0.6.0)

kde

Kernel Density Estimation
cutoff.edgeworth

Critical value based on Edgeworth expansion of the size function for the density goodness-of-fit test \(\hat{S}_n(h)\) of Bagkavos, Patil and Wood (2021)
Kernels

Kernel functions
hopt.be

Power-optimal bandwidth for the test statistic \(\hat{S}_n(h)\)
cutoff.bootstrap

Bootstrap critical value for the goodness-of-fit test statistic \(\hat{S}_n(h)\) of Bagkavos, Patil and Wood (2021)
cutoff.asymptotic

Asymptoticaly normal critical value for the goodness-of-fit test statistic \(\hat{S}_n(h)\) of Bagkavos, Patil and Wood (2021)
S.n.Boot

Goodness-of-Fit test statistic based on discretized L2 distance
S.n

Density goodness-of-fit test statistic based on discretized L2 distance
S.nd

Density goodness-of-fit test statistic based on discretized L2 distance
NDistDens

Select null distribution
hopt.edgeworth

Power-optimal bandwidth for the density goodness-of-fit test S.n.