Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

An implementation of Vasicek and Song goodness-of-fit tests. Several functions are provided to estimate differential Shannon entropy, i.e., estimate Shannon entropy of real random variables with density, and test the goodness-of-fit of some family of distributions, including uniform, Gaussian, log-normal, exponential, gamma, Weibull, Pareto, Fisher, Laplace and beta distributions; see Lequesne and Regnault (2018) .


Reference manual

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0.3-2 by Philippe Regnault, a year ago

Browse source code at

Authors: Justine Lequesne [aut] , Philippe Regnault [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Depends on stats, fitdistrplus

Suggests knitr

Linking to Rcpp

See at CRAN