| Name : R-gnFit
| |
| Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.1
| Date : 2024-06-24 14:13:14
|
| Group : Development/Libraries/Other
| Source RPM : R-gnFit-0.2.0-lp156.2.1.src.rpm
|
| Size : 0.03 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Goodness of Fit Test for Continuous Distribution Functions
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
