Tests of goodness-of-fit based on kernel smoothing of the data.
Jose M. Pavia
Maintainer: Jose M. Pavia <Jose.M.Pavia@uv.es>
| Package: | GoFKernel |
| Depends: | R (>=2.17.3), stats, KernSmooth (>=2.23-8) |
| Type: | Package |
| Version: | 2.1-1 |
| Date: | 2018-05-26 |
| License: | GPL |
The most important functions in GoFKernel are dgeometric.test and fan.test.
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.