test.BG {gofIG}R Documentation

The Baringhaus-Gaigall goodness-of-fit test for the inverse Gaussian family

Description

This function computes the goodness-of-fit test for the inverse Gaussian family due to Baringhaus and Gaigall (2015).

Usage

test.BG(data, B)

Arguments

data

a vector of positive numbers.

B

number of bootstrap iterations used to obtain p value.

Value

a list containing the value of the name of the test statistic, the used tuning parameter, the parameter estimation method, the value of the test statistic, the bootstrap p value, the values of the estimators, and the number of bootstrap iterations:

$Test

the name of the used test statistic.

$T.value

the value of the test statistic.

$p.value

the approximated p value.

$par.est

the estimated parameters.

$boot.run

number of bootstrap iterations.

References

Baringhaus, L. Gaigall, D. (2015). "On an independence test approach to the goodness-of-fit problem", Journal of Multivariate Analysis, 140, 193-208. doi:10.1016/j.jmva.2015.05.013

Examples

test.BG(rmutil::rinvgauss(20,2,1),B=100)


[Package gofIG version 1.0 Index]