Density Goodness-of-Fit Test

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Documentation for package ‘L2DensityGoFtest’ version 0.6.0

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Biweight Kernel functions
cutoff.asymptotic Asymptoticaly normal critical value for the goodness-of-fit test statistic \hat{S}_n(h) of Bagkavos, Patil and Wood (2021)
cutoff.bootstrap Bootstrap critical value for the goodness-of-fit test statistic \hat{S}_n(h) of Bagkavos, Patil and Wood (2021)
cutoff.edgeworth Critical value based on Edgeworth expansion of the size function for the density goodness-of-fit test \hat{S}_n(h) of Bagkavos, Patil and Wood (2021)
Epanechnikov Kernel functions
Epanechnikov2 Kernel functions
Gaussian Kernel functions
hopt.be Power-optimal bandwidth for the test statistic \hat{S}_n(h)
hopt.edgeworth Power-optimal bandwidth for the density goodness-of-fit test 'S.n'.
kde Kernel Density Estimation
NDistDens Select null distribution
Rectangular Kernel functions
S.n Density goodness-of-fit test statistic based on discretized L2 distance
S.n.Boot Goodness-of-Fit test statistic based on discretized L2 distance
S.nd Density goodness-of-fit test statistic based on discretized L2 distance
Triangular Kernel functions