Khmaladze Martingale Transformation Goodness-of-Fit Test
Overview
Consider a goodness-of-fit 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 proposed by Khmaladze (1981) doi:10.1137/1126027 provides asymptotic distribution free test. This package provides test statistic and critical value of the test for normal, Cauchy, and logistic distributions. This package used the main algorithm proposed by Kim (2020) doi:10.1007/s00180-020-00971-7 and tests for other distributions will be available at the later version.
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- OK6 OK2026-05-05
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- 7
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 99%
- Return-value docs
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- Help pages citing references
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People & History
- archivedRemoved from CRAN2026-05-19issues were not corrected in time
- 1.0.02026-05-04
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-04
- Total releases
- 1 / 1 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5
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