vkgmss.statistics

From cvmgof v1.0.0 by
0th

Percentile

Local test statistic for the regression function

This function computes the local test statistic for the regression function.

Usage
vkgmss.statistics(data.X, data.Y, linkfunction.H0,
		bandwidth = "optimal", kernel.function = kernel.function.epan,
		verbose=TRUE)
Arguments
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 bandwidth="optimal", the optimal bandwidth of the regression function under the null hypothesis is computed. Default option is "optimal".

kernel.function

kernel function used to obtain the nonparametric estimator of the error distribution. Default option is "kernel.function.epan".

verbose

If TRUE, the R function displays the optimal bandwidth value obtained under the null hypothesis. Default option is TRUE.

References

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 Cram<U+00E9>r-von Mises goodness-of-fit tests in regression models. 2018. Preprint in progress.

Aliases
  • vkgmss.statistics
Examples
# NOT RUN {
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)

# }
Documentation reproduced from package cvmgof, version 1.0.0, License: CeCILL

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