gnFit v0.2.0


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Goodness of Fit Test for Continuous Distribution Functions

Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) <>. In addition to our classic distribution functions here, we calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.


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* Version 0.2.0 (Jun, 2018)

  • Added the function of "rskFac" to calculate the Value at Risk and Conditional Value at Risk

* Version 0.1.0 (November 5, 2017)

  • First commit

Functions in gnFit

Name Description
rskFac Risk Factors
gnfit Goodness of Fit Test for Continuous Distribution Functions
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Type Package
License GPL
Encoding UTF-8
LazyData true
NeedsCompilation no
Packaged 2018-06-07 15:24:33 UTC; orion
Repository CRAN
Date/Publication 2018-06-07 19:00:29 UTC
imports ismev , rmutil
Contributors Ali Saeb

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