HME1 {gofgamma} | R Documentation |
statistic of the first Henze-Meintanis-Ebner goodness-of-fit test for the gamma family
Description
This function computes the goodness-of-fit test statistic for the gamma family due to the first test in Henze, Meintanis and Ebner (2012).
Usage
HME1(data, k_estimator, a = 1)
Arguments
data |
a vector of positive numbers. NOTE: |
k_estimator |
value of the estimated |
a |
positive tuning parameter. |
Details
The test statistic is of weighted type and uses a characterization of the distribution function of the gamma distribution.
Value
value of the test statistic
References
Henze, N., Meintanis, S.G., Ebner, B. (2012) "Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform". Communications in Statistics - Theory and Methods, 41(9): 1543-1556. DOI
Examples
X=stats::rgamma(20,3,6)
HME1(X,k_estimator=gamma_est(X)[1],a=1)
[Package gofgamma version 1.0 Index]