Package: gnFit 0.2.0

gnFit: Goodness of Fit Test for Continuous Distribution Functions

Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) <http://asq.org/qic/display-item/index.html?item=11407>. In addition to our classic distribution functions here, we calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.

Authors:Ali Saeb

gnFit_0.2.0.tar.gz
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gnFit.pdf |gnFit.html
gnFit/json (API)

# Install 'gnFit' in R:
install.packages('gnFit', repos = c('https://asaeb1480.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 4 scripts 197 downloads 2 exports 6 dependencies

Last updated 6 years agofrom:27ee29d79d. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winOKNov 12 2024
R-4.5-linuxOKNov 12 2024
R-4.4-winOKNov 12 2024
R-4.4-macOKNov 12 2024
R-4.3-winOKNov 12 2024
R-4.3-macOKNov 12 2024

Exports:gnfitrskFac

Dependencies:ismevlatticeMatrixmgcvnlmermutil