GOFTest {gofreg} | R Documentation |
Goodness-of-fit test for parametric regression
Description
This class implements functions to calculate the test statistic for the original data as well as the statistics for bootstrap samples. It also offers the possibility to compute the corresponding bootstrap p-value.
Methods
Public methods
Method new()
Initialize an instance of class GOFTest.
Usage
GOFTest$new( data, model_fitted, test_stat, nboot, resample = resample_param, loglik = loglik_xy )
Arguments
data
data.frame()
containing the datamodel_fitted
object of class ParamRegrModel with fitted parameters
test_stat
object of class TestStatistic
nboot
number of bootstrap iterations
resample
function(data, model)
used to resample data in bootstrap iterations, defaults toresample_param()
loglik
function(data, model, params)
negative log-likelihood function used to fit model to resampled data in bootstrap iterations, defaults tologlik_xy()
Returns
a new instance of the class
Method get_stat_orig()
Calculates the test statistic for the original data and model.
Usage
GOFTest$get_stat_orig()
Returns
object of class TestStatistic
Method get_stats_boot()
Calculates the test statistics for the resampled data and corresponding models.
Usage
GOFTest$get_stats_boot()
Returns
vector of length nboot
containing objects of class
TestStatistic
Method get_pvalue()
Calculates the bootstrap p-value for the given model.
Usage
GOFTest$get_pvalue()
Returns
p-value for the null hypothesis that y
was generated according
to model
Method plot_procs()
Plots the processes underlying the bootstrap test statistics (gray) and the original test statistic (red)
Usage
GOFTest$plot_procs( title = sprintf("Test Statistic: %s, p-value: %s", class(private$test_stat)[1], self$get_pvalue()), subtitle = ggplot2::waiver(), color_boot = "gray40", color_orig = "red", x_lab = "plot.x", y_lab = "plot.y" )
Arguments
title
text to be displayed as title of the plot; defaults to "Test statistic: xxx, p-value: xxx"
subtitle
text to be displayed as subtitle of the plot; default is no subtitle
color_boot
color used to plot bootstrap test statistics; default is "red"
color_orig
color used to plot original test statistic; default is "gray40"
x_lab
label to use for the x-axis; default is "plot.x"
y_lab
label to use for the y-axis; default is "plot.y"
Returns
The object (self
), allowing for method chaining.
Method clone()
The objects of this class are cloneable with this method.
Usage
GOFTest$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
Examples
# Create an example dataset
n <- 100
x <- cbind(runif(n), rbinom(n, 1, 0.5))
model <- NormalGLM$new()
y <- model$sample_yx(x, params=list(beta=c(2,3), sd=1))
data <- dplyr::tibble(x = x, y = y)
# Fit the correct model
model$fit(data, params_init=list(beta=c(1,1), sd=3), inplace = TRUE)
# Calculate the bootstrap p-value and plot the corresponding processes
goftest <- GOFTest$new(data, model, test_stat = CondKolmY$new(), nboot = 10)
goftest$get_pvalue()
goftest$plot_procs()
# Fit a wrong model
model2 <- NormalGLM$new(linkinv = function(u) {u+10})
model2$fit(data, params_init=list(beta=c(1,1), sd=3), inplace = TRUE)
# Calculate the bootstrap p-value and plot the corresponding processes
goftest2 <- GOFTest$new(data, model2, test_stat = CondKolmY$new(), nboot = 10)
goftest2$get_pvalue()
goftest2$plot_procs()