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This package implements a whole series of smooth tests that serve as goodness of fit tests for univariate data against a whole range of distributions. The tests can be performed both parametric and data driven.
The package smoothtest is an implementation of the methods described in the book Smooth Tests of Goodness of Fit - Using R by J.C.W. Rayner, O. Thas and D.J. Best. In this fully revised and expanded edition of the book, the latest powerful techniques for assessing statistical and probabilistic models using this proven class of procedures are presented in a practical and easily accessible manner.
Apart from the examples in the help files, additional examples from the book can be found on the website. These examples illustrate the power of the methods implemented in this package.
The package depends on the CRAN packages VGAM and minpack.lm. Note that for installation of the dependencies, the package can be installed with the command:
install.packages('smoothtest',repos=c(getOption('repos'),'http://R-Forge.r-project.org'))
The project summary page you can find here.