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vsgoftest

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-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2020) <doi:10.18637/jss.v096.c01>.

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VersionRepositoryFileSize
1.0-1 rolling linux/jammy R-4.5 vsgoftest_1.0-1.tar.gz 215.1 KiB
1.0-1 rolling linux/noble R-4.5 vsgoftest_1.0-1.tar.gz 215.9 KiB
1.0-1 rolling source/ R- vsgoftest_1.0-1.tar.gz 153.9 KiB
1.0-1 latest linux/jammy R-4.5 vsgoftest_1.0-1.tar.gz 215.1 KiB
1.0-1 latest linux/noble R-4.5 vsgoftest_1.0-1.tar.gz 215.9 KiB
1.0-1 latest source/ R- vsgoftest_1.0-1.tar.gz 153.9 KiB
1.0-1 2026-04-26 source/ R- vsgoftest_1.0-1.tar.gz 153.9 KiB
1.0-1 2026-04-23 source/ R- vsgoftest_1.0-1.tar.gz 153.9 KiB
1.0-1 2026-04-09 windows/windows R-4.5 vsgoftest_1.0-1.zip 537.9 KiB
1.0-1 2025-04-20 source/ R- vsgoftest_1.0-1.tar.gz 153.9 KiB

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