vsgoftest (version 1.0-1)

vsgoftest-package: vsgoftest

Description

vsgoftest

Details

The DESCRIPTION file: vsgoftest vsgoftest

References

Vasicek, O., A test for normality based on sample entropy, Journal of the Royal Statistical Society, 38(1), 54-59 (1976).

Song, K. S., Goodness-of-fit tests based on Kullback-Leibler discrimination information, Information Theory, IEEE Transactions on, 48(5), 1103-1117 (2002).

Girardin, V., Lequesne, J. Entropy-based goodness-of-fit tests - a unifying framework. Application to DNA replication. Communications in Statistics: Theory and Methods (2017). https://doi.org/10.1080/03610926.2017.1401084

Lequesne, J., Regnault, P. vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence. Journal of Statistical Software, 96 (2020). doi:10.18637/jss.v096.c01

Examples

# NOT RUN {
set.seed(1)
samp <- rnorm(50, mean = 2, s = 3)

##Estimating entropy
entropy.estimate(x = samp, window = 8)
log(2*pi*exp(1))/2 #true value of entropy of normal distribution

##Testing normality
vs.test(x = samp, densfun = 'dnorm', param = c(2,3), B = 500) #Simple null hypothesis
vs.test(x = samp, densfun='dnorm', B = 500) #Composite null hypothesis

# }