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cvmgof (version 1.0.0)

Cramer-von Mises Goodness-of-Fit Tests

Description

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.

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Version

Install

install.packages('cvmgof')

Monthly Downloads

160

Version

1.0.0

License

CeCILL

Maintainer

Last Published

December 3rd, 2018

Functions in cvmgof (1.0.0)

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