cvmgof v1.0.0
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Cramer-von Mises Goodness-of-Fit Tests
It is devoted to Cramer-von Mises goodness-of-fit tests.
It implements three statistical methods based on Cramer-von Mises statistics to estimate and test a regression model.
Functions in cvmgof
| Name | Description | |
| df.bandwidth.selection.linkfunction | Bandwidth selection of the link function under the null hypothesis | |
| df.linkfunction.estim | Local linear estimation of the regression function | |
| vkgmss.linkfunction.estim | Kernel estimation of the regression function | |
| vkgmss.residuals.cdf.estim | Kernel estimation of the error distribution | |
| acgm.linkfunction.estim | Local linear estimation of the regression function | |
| acgm.bandwidth.selection.linkfunction | Bandwidth selection of the link function under the null hypothesis | |
| kernel.function.quart | Quartic kernel | |
| vkgmss.statistics | Local test statistic for the regression function | |
| vkgmss.sd.estim | Kernel estimation of the standard deviation function | |
| vkgmss.bandwidth.selection.linkfunction | Bandwidth selection of the link function under the null hypothesis | |
| kernel.function.epan | Epanechnikov kernel | |
| kernel.function.gauss | Gaussian kernel | |
| df.cdf.estim | Local linear estimation of the conditional distribution function | |
| acgm.statistics | Local test statistic for the regression function | |
| df.statistics | Global test statistic for the conditional distribution function | |
| df.test.bootstrap | Global test for the conditional distribution function | |
| acgm.test.bootstrap | Local test for the regression function | |
| vkgmss.test.bootstrap | Local test for the regression function | |
| cvmgof | cvmgof | |
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Details
| Type | Package |
| License | CeCILL |
| Encoding | UTF-8 |
| LazyData | FALSE |
| RoxygenNote | 6.1.0 |
| NeedsCompilation | no |
| Packaged | 2018-11-29 12:48:23 UTC; romain |
| Repository | CRAN |
| Date/Publication | 2018-12-03 19:50:09 UTC |
| imports | lattice |
| Contributors | Romain Azais, Sandie Ferrigno, Marie-Jose Martinez |
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