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vsgoftest: Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2020) <doi:10.18637/jss.v096.c01>.

Version:1.0-1
Depends:stats,fitdistrplus
Imports:Rcpp (≥ 0.12.1)
LinkingTo:Rcpp
Suggests:knitr
Published:2020-12-17
DOI:10.32614/CRAN.package.vsgoftest
Author:Justine Lequesne [aut], Philippe Regnault [aut, cre]
Maintainer:Philippe Regnault <philipperegnault at hotmail.com>
License:GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:yes
Citation:vsgoftest citation info
CRAN checks:vsgoftest results

Documentation:

Reference manual:vsgoftest.html ,vsgoftest.pdf
Vignettes:Tutorial (source,R code)

Downloads:

Package source: vsgoftest_1.0-1.tar.gz
Windows binaries: r-devel:vsgoftest_1.0-1.zip, r-release:vsgoftest_1.0-1.zip, r-oldrel:vsgoftest_1.0-1.zip
macOS binaries: r-release (arm64):vsgoftest_1.0-1.tgz, r-oldrel (arm64):vsgoftest_1.0-1.tgz, r-release (x86_64):vsgoftest_1.0-1.tgz, r-oldrel (x86_64):vsgoftest_1.0-1.tgz
Old sources: vsgoftest archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=vsgoftestto link to this page.


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