vsgoftest (version 1.0-1)

Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

Description

An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2020) .

Copy Link

Version

Down Chevron

Install

install.packages('vsgoftest')

Monthly Downloads

121

Version

1.0-1

License

GPL (>= 2)

Last Published

December 17th, 2020

Functions in vsgoftest (1.0-1)