Cramer-von Mises
and Anderson-Darling tests of goodness-of-fit
for continuous univariate distributions, using modern
algorithms to compute the null distributions.
Arguments
Details
The goftest package contains implementations of the
classical Cramer-von Mises
and Anderson-Darling tests of goodness-of-fit
for continuous univariate distributions. The Cramer-von Mises test
is performed by cvm.test. The cumulative distribution
function of the null distribution of the test statistic
is computed by pCvM
using the algorithm of Csorgo
and Faraway (1996). The quantiles are computed by qCvM
by root-finding. The Anderson-Darling test is performed by
ad.test. The cumulative distribution
function of the null distribution of the test statistic
is computed by pAD
using the algorithm of Marsaglia and Marsaglia (2004).
The quantiles are computed by qAD by root-finding.
References
Csorgo, S. and Faraway, J.J. (1996)
The exact and asymptotic distributions of
Cramer-von Mises statistics.
Journal of the Royal Statistical Society, Series B58, 221--234. Marsaglia, G. and Marsaglia, J. (2004)
Evaluating the Anderson-Darling Distribution.
Journal of Statistical Software9 (2), 1--5.
February 2004.
http://www.jstatsoft.org/v09/i02