4.3 Article

cvmgof: an R package for Cramer-von Mises goodness-of-fit tests in regression models

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Article Computer Science, Interdisciplinary Applications

cvmgof: an R package for Cramer-von Mises goodness-of-fit tests in regression models

R. Azais et al.

Summary: Various goodness-of-fit tests have been developed for assessing assumptions in regression models. They include both 'directional' tests that detect departures from specific assumptions and 'global' tests that assess overall model fit. The focus of this study is on choosing the structural part of the regression function, with the development of nonparametric tests and an easy-to-use tool, cvmgof. The package is illustrated through a tutorial on real data and a simulation study is conducted to compare the three tests implemented.

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