Performs tests for the normalised prediction distribution errors returned by
npde
testnpde(npde)the vector of prediction distribution errors
a list containing 4 components:
compares the mean of the npde to 0 using a Wilcoxon test
compares the variance of the npde to 1 using a Fisher test
compares the npde to the normal distribution using a Shapiro-Wilks test
p-value for the global test (combination of the mean, variance and distribution tests with a Bonferroni correction)
The p-values are adjusted using a Bonferroni correction: the raw p-values of the 3 individual tests are multiplied by 3, and the p-value for the global test is equal to the minimum of the adjusted p-values.
Given a vector of normalised prediction distribution errors (npde), this function compares the npde to the standardised normal distribution N(0,1) using a Wilcoxon test of the mean, a Fisher test of the variance, and a Shapiro-Wilks test for normality. A global test is also reported.
The helper functions kurtosis and skewness are called to
compute the kurtosis and skewness of the distribution of the npde.
K. Brendel, E. Comets, C. Laffont, C. Laveille, and F. Mentr\'e. Metrics for external model evaluation with an application to the population pharmacokinetics of gliclazide. Pharmaceutical Research, 23:2036--49, 2006.