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distfreereg (version 1.1)

Distribution-Free Goodness-of-Fit Testing for Regression

Description

Implements the distribution-free goodness-of-fit regression test for the mean structure of parametric models introduced in Khmaladze (2021) . The test is implemented for general functions with minimal distributional assumptions as well as common models (e.g., lm, glm) with the usual assumptions.

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Version

Install

install.packages('distfreereg')

Monthly Downloads

134

Version

1.1

License

GPL-3

Maintainer

Jesse Miller

Last Published

July 2nd, 2025

Functions in distfreereg (1.1)

vcov.distfreereg

Calculate parameter covariance matrices from distfreereg objects

Printing compare objects

plot.distfreereg

Summary and diagnostic plots for distfreereg objects

residuals.distfreereg

Extract residuals from distfreereg objects

predict.distfreereg

Generate predicted values from distfreereg objects

update.distfreereg

Update distfreereg objects

Compute rejection rates of a distribution-free test from a compare object

print.distfreereg

Printing distfreereg objects

Convenience function for exploring asymptotic behavior and sample size adequacy

coef.distfreereg

Extract estimated parameters from distfreereg objects

Summary and diagnostic plots for compare objects

confint.distfreereg

Calculate confidence intervals with a distfreereg object

Distribution-free parametric regression testing

formula.distfreereg

Extract formulas from distfreereg objects

fitted.distfreereg

Extract fitted values from distfreereg objects

ks.test.compare

Formally compare observed and simulated statistics from a compare object

distfreereg-package

tools:::Rd_package_title("distfreereg")

Compare the simulated statistic distribution with the observed statistic distribution used in distribution-free parametric regression testing