swMATH ID: 36707
Software Authors: Justine Lequesne, Philippe Regnault
Description: R package vsgoftest: Goodness-of-Fit Tests Based on Kullback-Leibler Divergence. An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2020) <doi:10.18637/jss.v096.c01>.
Homepage: https://cran.r-project.org/web/packages/vsgoftest/index.html
Source Code:  https://github.com/cran/vsgoftest
Dependencies: R
Keywords: goodness-of-fit; GOF tests; R; R package; Journal of Statistical Software; Shannon entropy; Kullback-Leibler divergence; sample spacing based estimation
Related Software: devtools; DescTools; smoothmest; POT; VGAM; Rcpp; fitdistrplus; dbEmpLikeGOF; normtest; nortest; EWGoF; KScorrect; goft; goftest; R
Cited in: 1 Publication

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