Khmaladze Martingale Transformation Goodness-of-Fit Test

Consider a goodness-of-fit(GOF) problem of testing whether a random sample comes from one sample location-scale model where location and scale parameters are unknown. It is well known that Khmaladze martingale transformation method - which was proposed by Khmaladze (1981) - provides asymptotic distribution free test for the GOF problem. This package contains one function: KhmaladzeTrans(). In this version, KhmaladzeTrans() provides test statistic and critical value of GOF test for normal, Cauchy, logistic, Gamma, and Weibull distributions.


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2.1.1 by Jiwoong Kim, 7 days ago

Browse source code at

Authors: Jiwoong Kim <jwboys26 at>

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, ggplot2, stats, utils, Rsolnp

Linking to Rcpp, RcppArmadillo

See at CRAN