cvmgof (version 1.0.3)

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

164

Version

1.0.3

License

CeCILL

Maintainer

Last Published

January 11th, 2021

Functions in cvmgof (1.0.3)

df.linkfunction.estim

Local linear estimation of the regression function

acgm.bandwidth.selection.linkfunction

Bandwidth selection of the link function under the null hypothesis

df.test.bootstrap

Global test for the conditional distribution function

acgm.linkfunction.estim

Local linear estimation of the regression function

acgm.test.bootstrap

Local test for the regression function

df.cdf.estim

Local linear estimation of the conditional distribution function

df.statistics

Global test statistic for the conditional distribution function

cvmgof

acgm.statistics

Local test statistic for the regression function

df.bandwidth.selection.linkfunction

Bandwidth selection of the link function under the null hypothesis

kernel.function.epan

Epanechnikov kernel

vkgmss.linkfunction.estim

Kernel estimation of the regression function

kernel.function.gauss

Gaussian kernel

vkgmss.statistics

Local test statistic for the regression function

vkgmss.sd.estim

Kernel estimation of the standard deviation function

kernel.function.quart

Quartic kernel

vkgmss.bandwidth.selection.linkfunction

Bandwidth selection of the link function under the null hypothesis

vkgmss.test.bootstrap

Local test for the regression function

vkgmss.residuals.cdf.estim

Kernel estimation of the error distribution