vsgoftest

cranv1.0-1

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-n

License GPL (>= 2)0 versions1 maintainers3 deps63 weekly dl
https://CRAN.R-project.org/package=vsgoftest
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First published · 2020-12-17 19:20:42

Last updated · 2020-12-17T15:30:02+00:00