Package: gnFit
Type: Package
Title: Goodness of Fit Test for Continuous Distribution Functions
Version: 0.2.0
Author: Ali Saeb
Maintainer: Ali Saeb <ali.saeb@gmail.com>
Description: 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.
License: GPL
Encoding: UTF-8
Imports: ismev, rmutil
NeedsCompilation: no
Packaged: 2026-09-17 08:53:24 UTC; root
Repository: https://asaeb1480.r-universe.dev
Date/Publication: 2018-06-07 18:00:29 UTC
RemoteUrl: https://github.com/cran/gnFit
RemoteRef: HEAD
RemoteSha: 27ee29d79d119868529842b3585bf4d939905bbd