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L2DensityGoFtest (version 0.6.0)

S.n.Boot: Goodness-of-Fit test statistic based on discretized L2 distance

Description

Implements the bootstraped version of the density goodness-of-fit test \(\hat{S}_n(h)\) defined in (6) Bagkavos, Patil and Wood (2021).

Usage

S.n.Boot(xin1, indices, h,  dist, kfun, p1, p2)

Value

A vector of values of the test statistic.

Arguments

xin1

A vector of data points to perfrom bootstrap on.

indices

indices to use for the bootstrap process.

h

The bandwidth to use, typically the output of hopt.be.

dist

The null distribution.

kfun

The kernel to use in the density estimates used in the bandwidth expression.

p1

Argument 1 (vector or object) for the null distribution.

p2

Argument 2 (vector or object) for the null distribution.

Author

R implementation and documentation: Dimitrios Bagkavos <dimitrios.bagkavos@gmail.com>

Details

Implements the bootstrap version of the test statistic S.n for use in the cutoff.bootstrap function. This function is typically not to be called directly by the user; it is rather meant to be called indirectly through the cutoff.bootstrap function.

References

Bagkavos, Patil and Wood: Nonparametric goodness-of-fit testing for a continuous multivariate parametric model, (2021), under review.

See Also

S.n