gofIG

Goodness-of-Fit Tests for the Inverse Gaussian Distribution

CRAN Package

We implement various tests for the composite hypothesis of testing the fit to the family of inverse Gaussian distributions. Included are methods presented by Allison, J.S., Betsch, S., Ebner, B., and Visagie, I.J.H. (2022) doi:10.48550/arXiv.1910.14119, as well as two tests from Henze and Klar (2002) doi:10.1023/A:1022442506681. Additionally, the package implements a test proposed by Baringhaus and Gaigall (2015) doi:10.1016/j.jmva.2015.05.013. For each test a parametric bootstrap procedure is implemented.

  • Version1.0
  • R versionunknown
  • LicenseCC BY 4.0
  • Needs compilation?No
  • Last release11/01/2024

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  • Imports2 packages