Package: HausdorffGoF
Type: Package
Version: 0.3.1
Title: One- And Two-Sample Hausdorff Goodness-of-Fit Test
Authors@R: c(
    person("Dimitrina S.", "Dimitrova",
           email = "D.Dimitrova@citystgeorges.ac.uk", role = c("aut")),
    person("Yun", "Jia",
           email = "yunjia2019@gmail.com",   role = c("aut", "cre")),
    person("Vladimir K.", "Kaishev",
           email = "Vladimir.Kaishev.1@citystgeorges.ac.uk", role = c("aut")))
Description: Computes the test statistic and p-values of the one-sample
        and two-sample Hausdorff (H) goodness-of-fit tests. The H
        statistic measures the Hausdorff distance under the Chebyshev
        (l-infinity) metric, between the two cumulative distribution
        functions (cdfs) underlying the corresponding one-sample and
        two-sample null hypothesis. It coincides to the side length of
        the largest axis-aligned square (hypercube) that can be
        inscribed between the two cdfs. The following cases are
        covered: (i) one-sample, univariate; (ii) two-sample
        univariate; and (iii) two-sample bivariate.  Exact one-sample
        p-values are computed in O(n^2 log n) time via the
        'Exact-KS-FFT' method of Dimitrova, Kaishev, and Tan (2020)
        <doi:10.18637/jss.v095.i10>; two-sample p-values are obtained
        by permutation. A key advantage of the H test is that its
        sensitivity can be directed towards the left tail, body, or
        right tail of the distribution by tuning a scale parameter
        sigma, and therefore maximizing its power which as shown
        numerically is significantly higher than the power of the
        classical tests such as the Kolmogorov-Smirnov, Cramer-von
        Mises, and Anderson-Darling test, especially when the right
        tail of the distribution is targeted. The sensitivity of the
        test (left tail, body, or right tail) is governed by two
        parameters psi1 and psi2, whose values needs to be input. Then
        the optimal value of the scale parameter sigma is automatically
        computed.
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 0.12.12), KSgeneral (>= 2.1.0), stats, utils
LinkingTo: Rcpp, RcppEigen
License: GPL (>= 3)
URL: https://github.com/fakecloudsjy/HausdorffGoF
Encoding: UTF-8
Copyright: Dimitrina S. Dimitrova, Yun Jia, and Vladimir K. Kaishev own
        the copyright of the original R and C++ code in this package.
        Portions of the C++ source code (src/fastCDF.cpp,
        src/fastCDF.h, src/fastCDFOnSample.cpp, src/fastCDFOnSample.h,
        src/nDDominanceAlone.cpp) are derived from the StOpt library
        and are Copyright (C) 2020 EDF - Electricite de France,
        published under the GNU Lesser General Public License (LGPL-3).
        See the file inst/COPYRIGHTS for full details.
NeedsCompilation: yes
Config/pak/sysreqs: libfftw3-dev
Repository: https://fakecloudsjy.r-universe.dev
Date/Publication: 2026-08-24 06:37:34 UTC
RemoteUrl: https://github.com/fakecloudsjy/hausdorffgof
RemoteRef: HEAD
RemoteSha: 083e41ee5377abcb79b97fe8d6898d0e7948d5a0
Packaged: 2026-09-23 11:20:13 UTC; root
Author: Dimitrina S. Dimitrova [aut],
  Yun Jia [aut, cre],
  Vladimir K. Kaishev [aut]
Maintainer: Yun Jia <yunjia2019@gmail.com>