Goodness of Fit Tests Based on Empirical Distribution Functions

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Documentation for package ‘gofedf’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

applyGamma	Apply Gamma distribution to sample and compute required components for the test.
applyLMNormal	Apply linear model and extract required components for the test
expMLE	Calculate MLE of rate in Exponential dist.
expPIT	Compute probability inverse transform values for Exponential dist.
expScore	Compute score function for Exponential distribution.
gammaFisherByHessian	Compute Fisher information matrix by the negative expected value of Hessian matrix in Gamma distribution.
gammaMLE	Compute maximum likelihood estimate of shape and scale parameter in Gamma distribution.
gammaPIT	Compute probability inverse transform values for Gamma distribution
gammaScore	Compute score function for Gamma distribution.
glmMLE	Compute maximum likelihood estimates for a generalized linear model with Gamma response.
glmScorePIT	Compute score function for a generalized linear model with Gamma response.
inversegaussianMLE	Compute the maximum likelihood estimate of parameters in Inverse Gaussian distribution with weighted observations.
inversegaussianPIT	Compute the probability transformed values for a sample from Inverse Gaussian distribution.
inversegaussianScore	Compute the score function of the Inverse Gaussian distribution based on a sample.
lmFisherByHessian	Compute Fisher information matrix in the case of linear model with Normal residuals.
lmMLE	Compute maximum likelihood estimates for linear models
lmPIT	Compute probability inverse transform values for linear models.
lmScore	Compute score function for linear models.
normalFisherByHessian	Compute Fisher information matrix by the negative expected value of Hessian matrix in Normal distribution.
normalMLE	Compute MLE estimate for Normal
normalPIT	Compute probability inverse transform values for Normal distribution
normalScore	Compute score function for Normal dist
testExponential	Apply Goodness of Fit Test for Exponential Distribution
testGamma	Apply Goodness of Fit Test for Gamma Distribution
testGLMGamma	Apply Goodness of Fit Test to the Residuals of a Generalized Linear Model with Gamma Link Function
testLMNormal	Apply Goodness of Fit Test to Residuals of a Linear Model
testNormal	Apply Goodness of Fit Test for Normal Distribution
testYourModel	Apply the Goodness of Fit Test Based on Empirical Distribution Function to Any Likelihood Model.