[R] Anderson-Darling (one sample)

tzygmund mcfarlane tzygmund at googlemail.com
Sat Aug 29 17:07:23 CEST 2009


Hi,

I would like to compute a goodness-of-fit statistic for one data
series against a t-distribution, and obtain the quantiles of the
distribution of the statistic with given degrees of freedom. I wonder
if this is implemented in a package.

I know that the critical values have to be computed for every
distribution, and this requires numerical integration typically. I
would prefer if I could get script or code implementing this rather
than published critical values.

Thanks,




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