Sn {GaussianHMM1d}

Cramer-von Mises statistic for goodness-of-fit of the null hypothesis of a univariate uniform distrubtion over [0,1]

Description

This function computes the Cramér-von Mises statistic Sn for goodness-of-fit of the null hypothesis of a univariate uniform distrubtion over [0,1]

Usage

Sn(U)

Arguments

U

vector of pseudos-observations (apprimating uniform variates)

Value

Sn

Cramér-von Mises statistic

Author(s)

Bouchra R Nasri and Bruno N Rémillard, January 31, 2019