Cramer-von Mises Goodness-of-Fit Tests
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Bandwidth selection of the link function under the null hypothesis
Local linear estimation of the conditional distribution function
Local linear estimation of the regression function
Bandwidth selection of the link function under the null hypothesis
Local linear estimation of the regression function
Local test statistic for the regression function
Local test for the regression function
Global test statistic for the conditional distribution function
Global test for the conditional distribution function
Epanechnikov kernel
Gaussian kernel
Quartic kernel
Bandwidth selection of the link function under the null hypothesis
Kernel estimation of the regression function
Kernel estimation of the error distribution
Kernel estimation of the standard deviation function
Local test statistic for the regression function
Local test for the regression function
It is devoted to Cramer-von Mises goodness-of-fit tests. It implements three statistical methods based on Cramer-von Mises statistics to estimate and test a regression model.