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2019 Jul 05
0
Update for R package KScorrect for K-S goodness-of-fit tests
...but no general solution is currently available for
non-normal distributions. The 'KScorrect' package corrects for the bias
by using Monte Carlo simulation, a solution first recommended by
Lilliefors (1967) but not widely heeded.
Distribution functions are provided in the package for the loguniform
and univariate mixture of normal distributions, which are not included
in the R base installation.
Simple examples are provided by calling example(KScorrect) or example(LcKS).
Additional details are available at
https://cran.r-project.org/web/packages/KScorrect. Bug reports,
suggestions, and...
2019 Jul 05
0
Update for R package KScorrect for K-S goodness-of-fit tests
...but no general solution is currently available for
non-normal distributions. The 'KScorrect' package corrects for the bias
by using Monte Carlo simulation, a solution first recommended by
Lilliefors (1967) but not widely heeded.
Distribution functions are provided in the package for the loguniform
and univariate mixture of normal distributions, which are not included
in the R base installation.
Simple examples are provided by calling example(KScorrect) or example(LcKS).
Additional details are available at
https://cran.r-project.org/web/packages/KScorrect. Bug reports,
suggestions, and...