gnFit
Goodness of Fit Test for Continuous Distribution Functions
Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) <http://asq.org/qic/display-item/index.html?item=11407>. In addition to our classic distribution functions here, we calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling source/ R- | gnFit_0.2.0.tar.gz |
5.9 KiB |
0.2.0 |
rolling linux/jammy R-4.5 | gnFit_0.2.0.tar.gz |
28.4 KiB |
0.2.0 |
rolling linux/noble R-4.5 | gnFit_0.2.0.tar.gz |
28.3 KiB |
0.2.0 |
latest source/ R- | gnFit_0.2.0.tar.gz |
5.9 KiB |
0.2.0 |
latest linux/jammy R-4.5 | gnFit_0.2.0.tar.gz |
28.4 KiB |
0.2.0 |
latest linux/noble R-4.5 | gnFit_0.2.0.tar.gz |
28.3 KiB |
0.2.0 |
2026-04-23 source/ R- | gnFit_0.2.0.tar.gz |
5.9 KiB |
0.2.0 |
2026-04-09 windows/windows R-4.5 | gnFit_0.2.0.zip |
30.8 KiB |
0.2.0 |
2025-04-20 source/ R- | gnFit_0.2.0.tar.gz |
5.9 KiB |