test.BG {gofIG} | R Documentation |
This function computes the goodness-of-fit test for the inverse Gaussian family due to Baringhaus and Gaigall (2015).
test.BG(data, B)
data |
a vector of positive numbers. |
B |
number of bootstrap iterations used to obtain p 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.
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
test.BG(rmutil::rinvgauss(20,2,1),B=100)