logcumulant: Goodness-of-Fit Tests and Diagrams Based on Mellin Log-Cumulants
A family of three complementary goodness-of-fit tests based on an adaptation of Hotelling's T-squared statistic applied to vectors of sample log-cumulants (Mellin statistics) for positive-support reliability data. The package provides the asymptotic chi-squared reference and parametric bootstrap p-values for reliable finite-sample inference, covering the Weibull, Frechet, Gamma, Inverse-Gamma, Log-Normal, and Log-Logistic families. It also provides three diagnostic diagrams (log-cumulant, kurtosis-skewness, and coefficient-of-variation) with bootstrap concentration ellipses, in the spirit of moment-ratio diagrams. Methods are described in Santos, Ospina, Espinheira and Oliveira (2025).
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0) |
| Imports: | Rcpp, MASS, VGAM, actuar, numDeriv, goftest, ggplot2, gridExtra |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-06-12 |
| DOI: | 10.32614/CRAN.package.logcumulant (may not be active yet) |
| Author: | Raydonal Ospina 
[aut, cre] |
| Maintainer: | Raydonal Ospina <raydonal at de.ufpe.br> |
| BugReports: | https://github.com/raydonal/logcumulant/issues |
| License: | GPL-3 |
| URL: | https://github.com/raydonal/logcumulant, https://raydonal.github.io/logcumulant/ |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | logcumulant results |
Documentation:
| Reference manual: | logcumulant.html , logcumulant.pdf |
| Vignettes: |
The three diagnostic diagrams (source, R code) Getting started with logcumulant (source, R code) Goodness-of-fit tests and the bootstrap (source, R code) Simulation studies (source, R code) |
Downloads:
| Package source: | logcumulant_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): logcumulant_0.1.0.tgz, r-oldrel (arm64): logcumulant_0.1.0.tgz, r-release (x86_64): logcumulant_0.1.0.tgz, r-oldrel (x86_64): logcumulant_0.1.0.tgz |
Linking:
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