vnmabus / dcor

Distance correlation and related E-statistics in Python
https://dcor.readthedocs.io
MIT License
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Add goodness-of-fit tests #42

Open vnmabus opened 1 year ago

vnmabus commented 1 year ago

Energy distance can be used to perform goodness-of-fit tests, as mentioned in https://doi.org/10.1016/j.jspi.2013.03.018 (https://pages.stat.wisc.edu/~wahba/stat860public/pdf4/Energy/JSPI5102.pdf).

It would be useful to create a new submodule goodness that could include some of the following: