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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install.packages("GofKmt")

2.1.1 by Jiwoong Kim, 7 days ago


Browse source code at https://github.com/cran/GofKmt


Authors: Jiwoong Kim <jwboys26 at gmail.com>


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, ggplot2, stats, utils, Rsolnp

Linking to Rcpp, RcppArmadillo


See at CRAN