Khmaladze Martingale Transformation Goodness-of-Fit Test


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Documentation for package ‘KMT’ version 1.0.0

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AD Run other GOF tests
BM Brownian Motion
CvM Run other GOF tests
Distr_Information Information of distribution
DrawUnz Implementing visual inspection of the KMT test statistic
KS Run other GOF tests
Run_KMT Implementing Khmaladze Martingale Transformation.