Package: gnFit
Type: Package
Title: Goodness of Fit Test for Continuous Distribution Functions
Version: 0.2.0
Author: Ali Saeb
Maintainer: Ali Saeb <ali.saeb@gmail.com>
Description: Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) <http://asq.org/qic/display-item/index.html?item=11407>. In addition to our classic distribution functions here, we  calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.
License: GPL
Encoding: UTF-8
LazyData: true
Imports: ismev, rmutil
NeedsCompilation: no
Packaged: 2018-06-07 15:24:33 UTC; orion
Repository: CRAN
Date/Publication: 2018-06-07 19:00:29 UTC
Built: R 4.6.0; ; 2026-04-27 17:15:48 UTC; unix
