vkgmss.statistics {cvmgof} | R Documentation |
This function computes the local test statistic for the regression function.
vkgmss.statistics(data.X, data.Y, linkfunction.H0, bandwidth = "optimal", kernel.function = kernel.function.epan, verbose=TRUE)
data.X |
a numeric data vector used to obtain the nonparametric estimator of the error distribution. |
data.Y |
a numeric data vector used to obtain the nonparametric estimator of the error distribution. |
linkfunction.H0 |
the regression function under the null hypothesis. |
bandwidth |
bandwidth used to obtain the nonparametric estimator of the error distribution. If |
kernel.function |
kernel function used to obtain the nonparametric estimator of the error distribution. Default option is "kernel.function.epan". |
verbose |
If |
Romain Azais, Sandie Ferrigno and Marie-Jose Martinez
I. Van Keilegom, W. Gonzalez Manteiga, and C. Sanchez Sellero. Goodness-of-fit tests in parametric regression based on the estimation of the error distribution. Test, 17, 401:415, 2008.
R. Azais, S. Ferrigno and M-J Martinez. cvmgof: An R package for Cramér-von Mises goodness-of-fit tests in regression models. 2018. Preprint in progress.
set.seed(1) # Data simulation n = 25 # Dataset size data.X = runif(n,min=0,max=5) # X data.Y = 0.2*data.X^2-data.X+2+rnorm(n,mean=0,sd=0.3) # Y ######################################################################## # Bandwidth selection under H0 # We want to test if the link function is f(x)=0.2*x^2-x+2 # The answer is yes (see the definition of data.Y above) # We generate a dataset under H0 to estimate the optimal bandwidth under H0 linkfunction.H0 = function(x){0.2*x^2-x+2} data.X.H0 = runif(n,min=0,max=5) data.Y.H0 = linkfunction.H0(data.X.H0)+rnorm(n,mean=0,sd=0.3) h.opt.vkgmss = vkgmss.bandwidth.selection.linkfunction(data.X.H0 , data.Y.H0,linkfunction.H0) ######################################################################## # Test statistics under H0 vkgmss.statistics(data.X,data.Y,linkfunction.H0,h.opt.vkgmss)