Work

MultinomFourier: p-Values of Multinomial Goodness-of-Fit Tests by Fourier Series Inversion

Year: 2026
Type: dataset
Abstract: Computes p-values of multinomial goodness-of-fit tests based on an additive statistic: the log-likelihood ratio, Pearson's chi-squared, the Cressie-Read power divergence, and the exact multinomial test.The main function, pval_fourier(), writes the p-value as a Fourier series in the moment-generating function of the statistic and sums it until an adaptive stopping rule is met, which makes small p-values of large instances computationally feasible.The function pval_exact() computes the exact p-value by branch pruning with bounds from a dynamic program, and pval_flexible() chooses between the two according to the size of the instance.License GPL (>= 2)
Language: English
Open Access status: gold
OpenAlex ID: W7224449155
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