vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
Dublin Core
Title
vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
Subject
R statistical computing environment, goodness-of-fit tests, Shannon entropy, Kullback-Leibler divergence, sample spacing based estimation.
Description
The R package vsgoftest performs goodness-of-fit (GOF) tests, based on Shannon
entropy and Kullback-Leibler divergence, developed by Vasicek (1976) and Song (2002),
of various classical families of distributions. The so-called Vasicek-Song (VS) tests are
intended to be applied to continuous data – typically drawn from a density distribution,
even including ties. Their excellent properties – they exhibit high power in a large variety
of situations, make them relevant alternatives to classical GOF tests in any domain of
application requiring statistical processing.
The theoretical framework of VS tests is summarized and followed by a detailed description of the different features of the package. The power and computational time
performances of VS tests are studied through their comparison with other GOF tests.
Application to real datasets illustrates the easy-to-use functionalities of the vsgoftest
package.
entropy and Kullback-Leibler divergence, developed by Vasicek (1976) and Song (2002),
of various classical families of distributions. The so-called Vasicek-Song (VS) tests are
intended to be applied to continuous data – typically drawn from a density distribution,
even including ties. Their excellent properties – they exhibit high power in a large variety
of situations, make them relevant alternatives to classical GOF tests in any domain of
application requiring statistical processing.
The theoretical framework of VS tests is summarized and followed by a detailed description of the different features of the package. The power and computational time
performances of VS tests are studied through their comparison with other GOF tests.
Application to real datasets illustrates the easy-to-use functionalities of the vsgoftest
package.
Creator
Justine Lequesne
Source
https://www.jstatsoft.org/article/view/v096c01
Publisher
Centre Henri Becquerel
Date
November 2020
Contributor
Fajar bagus W
Format
PDF
Language
Inggris
Type
Text
Files
Collection
Citation
Justine Lequesne, “vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence,” Repository Horizon University Indonesia, accessed March 13, 2025, https://repository.horizon.ac.id/items/show/8175.