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Add goodness-of-fit tests

Open vnmabus opened this issue 1 year ago • 0 comments

Energy distance can be used to perform goodness-of-fit tests, as mentioned in https://doi.org/10.1016/j.jspi.2013.03.018 (https://pages.stat.wisc.edu/~wahba/stat860public/pdf4/Energy/JSPI5102.pdf).

It would be useful to create a new submodule goodness that could include some of the following:

  • [ ] Two-parameter exponential distribution goodness-of-fit test.
  • [ ] Uniform distribution goodness-of-fit test.
  • [ ] Univariate normality goodness-of-fit test.
  • [ ] Multivariate normality goodness-of-fit test.
  • [ ] Pareto distribution goodness-of-fit test.
  • [ ] Poisson distribution goodness-of-fit test.
  • [ ] Uniform distribution goodness-of-fit test.
  • [ ] Stable distributions goodness-of-fit test.

vnmabus avatar Dec 09 '22 12:12 vnmabus