An R package for testing goodness of fit: goft

被引:19
作者
Gonzalez-Estrada, E. [1 ]
Villasenor, J. A. [1 ]
机构
[1] Colegio Postgrad, Km 36-5 Carr Mexico Texcoco S-N, Montecillo 56230, Texcoco, Mexico
关键词
Tests of fit; hypothesis testing; Shapiro-Wilk test; Anderson-Darling test; correlation tests; data transformations; probability distributions; DISTRIBUTIONS; NORMALITY;
D O I
10.1080/00949655.2017.1404604
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This R package implements three types of goodness-of-fit tests for some widely used probability distributions where there are unknown parameters, namely tests based on data transformations, on the ratio of two estimators of a dispersion parameter, and correlation tests. Most of the considered tests have been proved to be powerful against a wide range of alternatives and some new ones are proposed here. The package's functionality is illustrated with several examples by using some data sets from the areas of environmental studies, biology and finance, among others.
引用
收藏
页码:726 / 751
页数:26
相关论文
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