vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence - Université de Reims Champagne-Ardenne Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2018

vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence

Résumé

The R-package vsgoftest performs goodness-of-fit (GOF) tests, based on Shannon en-tropy and Kullback-Leibler divergence, developed by Vasicek (1976) and Song (2002), of various classical families of distributions. The theoretical framework of the so-called Vasicek-Song (VS) tests is summarized and followed by a detailed description of the different features of the package. The power and computational time performances of VS tests are studied through their comparison with other GOF tests. Application to real datasets illustrates the easy-to-use functionalities of the vsgoftest package.
Fichier principal
Vignette du fichier
180614_preprint_package.pdf (238.73 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01816063 , version 1 (14-06-2018)

Identifiants

  • HAL Id : hal-01816063 , version 1

Citer

Justine Lequesne, Philippe Regnault. vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence. 2018. ⟨hal-01816063⟩

Collections

CNRS URCA LMR
163 Consultations
1850 Téléchargements

Partager

Gmail Facebook X LinkedIn More