vsgoftest: An Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence

Justine Lequesne, Philippe Regnault

The R-package vsgoftest performs goodness-of-fit (GOF) tests, based on Shannon entropy and Kullback-Leibler divergence, developed by Vasicek (1976) and Song (2002), of various clas…