KMT: Khmaladze Martingale Transformation Goodness-of-Fit Test

Consider a goodness-of-fit problem of testing whether a random sample comes from one sample location-scale model where location and scale parameters are unknown. It is well known that Khmaladze-martingale-transformation method proposed by Khmaladze (1981) <doi:10.1137/1126027> provides asymptotic distribution free test. This package provides test statistic and critical value of the test for normal, Cauchy, and logistic distributions. This package used the main algorithm proposed by Kim (2020) <doi:10.1007/s00180-020-00971-7> and tests for other distributions will be available at the later version.

Version:	1.0.0
Depends:	R (≥ 3.5)
Imports:	Rcpp (≥ 1.0.10), ggplot2, stats, utils, Rsolnp, graphics, gumbel
LinkingTo:	Rcpp, RcppArmadillo
Published:	2026-05-04
DOI:	10.32614/CRAN.package.KMT (may not be active yet)
Author:	Jiwoong Kim [aut, cre]
Maintainer:	Jiwoong Kim <jwboys26 at gmail.com>
License:	GPL-2
NeedsCompilation:	yes
CRAN checks:	KMT results

Documentation:

Reference manual:

KMT.html , KMT.pdf

Downloads:

Package source:	KMT_1.0.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=KMT to link to this page.