goodnessOfFit

The usual goodness-of-fit tests — Anderson–Darling, Cramér–von Mises and Kolmogorov–Smirnov, with their p-values — applied to the fitted mixture.

A mixture is a continuous distribution like any other, so the library's existing test machinery applies unchanged. The estimated-parameter count is taken from the candidate so that the tests charge for every parameter the fit actually spent, including each component's own and the mixing weights.

Parameters

data

the observations the mixture was fitted to