Open Accessvsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
Author(s) -
Justine Lequesne,
Philippe Regnault
Publication year - 2020
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v096.c01
Subject(s) - vasicek model , goodness of fit , kullback–leibler divergence , divergence (linguistics) , r package , statistical hypothesis testing , computer science , entropy (arrow of time) , principle of maximum entropy , statistical power , statistics , mathematics , artificial intelligence , physics , linguistics , philosophy , finance , quantum mechanics , bond , economics
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