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IMSL Routines for Goodness of Fit

IMSL Routines for Goodness of Fit

General Goodness of Fit Tests


IMSL_CHISQTEST: Chi-squared goodness of fit test.

IMSL_KOLMOGOROV1: One-sample continuos data Kolmogorov-Smirnov.

IMSL_KOLMOGOROV2: Two-sample continuos data Kolmogorov-Smirnov.

IMSL_MVAR_NORMALITY: Mardia’s test for multivariate normality.

IMSL_NORMALITY: Shapiro-Wilk W test for normality.

Tests for Randomness


IMSL_RANDOMNESS_TEST: Runs test, Paris-serial test, d2 test or triplets tests.

 



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