Goodness-of-Fit Tests for the Inverse Gaussian Distribution

We implement various tests for the composite hypothesis of testing the fit to the family of inverse Gaussian distributions. Included are methods presented by Allison, J.S., Betsch, S., Ebner, B., and Visagie, I.J.H. (2022) , as well as two tests from Henze and Klar (2002) . Additionally, the package implements a test proposed by Baringhaus and Gaigall (2015) . For each test a parametric bootstrap procedure is implemented.


Reference manual

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install.packages("gofIG")

1.0 by Bruno Ebner, 2 years ago


Browse source code at https://github.com/cran/gofIG


Authors: Bruno Ebner [aut, cre] , Jaco Visagie [aut] , Steffen Betsch [aut] , James Allison [aut] , Lucas Iglesias [ctb]


Documentation:   PDF Manual  


CC BY 4.0 license


Imports pracma, rmutil


See at CRAN