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).
