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gofIG

Goodness-of-Fit Tests for the Inverse Gaussian Distribution

v1.0 · Nov 1, 2024 · CC BY 4.0

Description

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.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies pracma rmutil gofIG

Version History

new 1.0 Mar 10, 2026