WA {gofgamma} | R Documentation |
This function computes the goodness-of-fit test statistic for the gamma family in the spirit of Watson. Note that this tests the composite hypothesis of fit to the family of gamma distributions, i.e. a bootstrap procedure is implemented to perform the test, see crit.values
.
WA(data, k_estimator)
data |
a vector of positive numbers. NOTE: |
k_estimator |
value of the estimated |
The Watson test is computed as described in Henze et. al. (2012). Values of k_estimator
are found by gamma_est
.
value of the test statistic
Henze, N., Meintanis, S.G., Ebner, B. (2012) "Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform". Communications in Statistics - Theory and Methods, 41(9): 1543-1556. DOI
X=stats::rgamma(20,3,6)
WA(X,k_estimator=gamma_est(X)[1])