area.between
(Package: GoFKernel) :
Area between a Density Function and a Kernel Estimate
The function area.between is an (internal) function of the GoFKernel package that calculates the area, in a given interval, between a theoretical density function and an empirical kernel estimate. area.between is called by dgeometric.test of the GoFKernel package.
● Data Source:
CranContrib
● Keywords: density
● Alias: area.between
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support.facto computes the de facto numerical limits of a density function with theoretical infinite support. This function is an (internal) function of the GoFKernel package.
● Data Source:
CranContrib
● Keywords:
● Alias: support.facto
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Given a sample of a continuous univariate random variable and a density function fun.den with support in the interval (lower, upper)), fan.test considers the test whose null hypothesis is that the sample has fun.den as density function and the test statistic and the corresponding p-value of the test based on the integral of the squared difference between the null hypothesis density function and a kernel smoothing approximation. To properly run, the KernSmooth package needs to be installed, as in its default option it depends on the dpik function to estimate the bandwidth.
● Data Source:
CranContrib
● Keywords: htest
● Alias: fan.test
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The function density.reflected computes kernel density estimates for univariate observations using reflection in the borders.
● Data Source:
CranContrib
● Keywords: density
● Alias: density, density.reflected
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inverse
(Package: GoFKernel) :
Inverse CDF Function
Function to calculate the inverse function of a cumulative distribution function.
● Data Source:
CranContrib
● Keywords: ~kwd1, ~kwd2
● Alias: inverse
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This function generates random draws of a continuous random variable given either its density or its cumulative distribution function.
● Data Source:
CranContrib
● Keywords:
● Alias: random.function
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Tests of goodness-of-fit based on kernel smoothing of the data.
● Data Source:
CranContrib
● Keywords: package
● Alias: GoFKernel, GoFKernel-package
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Implementation of the goodness-of-fit test based on assessing the size of the area between the null hypothesis density function and a kernel density estimate of a sample.
● Data Source:
CranContrib
● Keywords: htest
● Alias: dgeometric.test
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