Last data update: 2014.03.03

 R: Testing Goodness-of-fit with the Kernel Density Estimator
GoFKernel-packageR Documentation

Testing Goodness-of-fit with the Kernel Density Estimator

Description

Tests of goodness-of-fit based on kernel smoothing of the data.

Details

Package: GoFKernel
Depends: R (>=2.17.3), stats, KernSmooth (>=2.23-8)
Type: Package
Version: 2.0-6
Date: 2015-08-04
License: GPL

The most important functions in GoFKernel are dgeometric.test and fan.test.

Author(s)

Jose M. Pavia

Maintainer: Jose M. Pavia <Jose.M.Pavia@uv.es>

References

Fan, Y (1994) "Testing the goodness-of-fit of a parametric density function by kernel method", Econometric Theory, 10, 316-356.

Li, O. and Racine, J.F. (2007) "Nonparametric Econometrics", Princeton University Press, New Jersey.

Pavia, JM (2015) "Testing Goodness-of-fit with the Kernel Density Estimator: GoFKernel", Journal of Statistical Software, Code Snippets, 66(1), 1–27.

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO