Package: gofreg 1.0.0

gofreg: Bootstrap-Based Goodness-of-Fit Tests for Parametric Regression

Provides statistical methods to check if a parametric family of conditional density functions fits to some given dataset of covariates and response variables. Different test statistics can be used to determine the goodness-of-fit of the assumed model, see Andrews (1997) <doi:10.2307/2171880>, Bierens & Wang (2012) <doi:10.1017/S0266466611000168>, Dikta & Scheer (2021) <doi:10.1007/978-3-030-73480-0> and Kremling & Dikta (2024) <doi:10.48550/arXiv.2409.20262>. As proposed in these papers, the corresponding p-values are approximated using a parametric bootstrap method.

Authors:Gitte Kremling [aut, cre, cph]

gofreg_1.0.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
gofreg/json (API)

# Install 'gofreg' in R:
install.packages('gofreg', repos = c('https://gkremling.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/gkremling/gofreg/issues

Pkgdown/docs site:https://gkremling.github.io

On CRAN:

Conda:

4.30 score 276 downloads 22 exports 30 dependencies

Last updated from:bab42b3819. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK152
source / vignettesOK233
linux-releaseOK138
macos-releaseOK163
macos-oldrelOK174
windows-develOK104
windows-releaseOK101
windows-oldrelOK110
wasm-releaseOK121

Exports:CondKolmbXYCondKolmXYCondKolmYCondKolmY_RCMExpGLMGammaGLMGLMGLM.newGOFTestloglik_xyloglik_xzdMEPNegBinomGLMNormalGLMParamRegrModelPoissonGLMresample_paramresample_param_censresample_param_rsmplxSICMTestStatisticWeibullGLM

Dependencies:backportscheckmateclicpp11dplyrfarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMatrixpillarpkgconfigR6RColorBrewerrlangS7scalessurvivaltibbletidyselectutf8vctrsviridisLitewithr

The gofreg package: Perform goodness-of-fit tests for parametric regression
Typical usage | Example | Parametric Regression Models | Test Statistics | Censored data
Rendered fromgofreg.Rmdusingknitr::rmarkdown

Last update: 2024-10-04
Started: 2024-03-22

New-TestStatistics
The abstract base class TestStatistic | Example
Rendered fromNew-TestStatistics.Rmdusingknitr::rmarkdown

Last update: 2024-10-01
Started: 2024-02-22

New-Models
The abstract base class ParamRegrModel | Example
Rendered fromNew-Models.Rmdusingknitr::rmarkdown

Last update: 2024-06-27
Started: 2024-02-22

Architecture
Class-diagram | Other files and methods
Rendered fromArchitecture.Rmdusingknitr::rmarkdown

Last update: 2024-03-22
Started: 2024-03-22

Readme and manuals

Help Manual

Help pageTopics
Conditional Kolmogorov test statistic for the joint distribution of (beta^T X,Y)CondKolmbXY
Conditional Kolmogorov test statistic for the joint distribution of (X,Y)CondKolmXY
Conditional Kolmogorov test statistic for the marginal distribution of YCondKolmY
Conditional Kolmogorov test statistic for the marginal distribution of Y under random censorshipCondKolmY_RCM
Generalized linear model with exponential distributionExpGLM
Generalized linear model with gamma distributionGammaGLM
Generalized linear model (abstract class)GLM
Create GLM object with specific distribution familyGLM.new
Goodness-of-fit test for parametric regressionGOFTest
Negative log-likelihood function for a parametric regression modelloglik_xy
Negative log-likelihood function for a parametric regression model under random censorshiploglik_xzd
Marked empirical process test statistic for a given GLMMEP
Generalized linear model with negative binomial distributionNegBinomGLM
Generalized linear model with normal distributionNormalGLM
Parametric regression model (abstract class)ParamRegrModel
Generalized linear model with Poisson distributionPoissonGLM
Parametric resampling scheme for a parametric regression modelresample_param
Parametric resampling scheme for a parametric regression model under random censorshipresample_param_cens
Parametric resampling scheme for a parametric regression model with resampling of covariatesresample_param_rsmplx
Simulated integrated conditional moment test statisticSICM
Test Statistic for parametric regression models (abstract class)TestStatistic
Generalized linear model with Weibull distributionWeibullGLM