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]

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gofreg.pdf |gofreg.html✨
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NEWS

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

Peer review:

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

On CRAN:

5.38 score 9 scripts 223 downloads 21 exports 34 dependencies

Last updated 2 months agofrom:3b0973c3f8. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-winOKNov 04 2024
R-4.5-linuxOKNov 04 2024
R-4.4-winOKNov 04 2024
R-4.4-macOKNov 04 2024
R-4.3-winOKNov 04 2024
R-4.3-macOKNov 04 2024

Exports:CondKolmbXYCondKolmXYCondKolmYCondKolmY_RCMExpGLMGammaGLMGLMGLM.newGOFTestloglik_xyloglik_xzdMEPNegBinomGLMNormalGLMParamRegrModelresample_paramresample_param_censresample_param_rsmplxSICMTestStatisticWeibullGLM

Dependencies:backportscheckmateclicolorspacedplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalessurvivaltibbletidyselectutf8vctrsviridisLitewithr

Architecture

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

The gofreg package: Perform goodness-of-fit tests for parametric regression

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Last update: 2024-10-04
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New-Models

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Last update: 2024-06-27
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New-TestStatistics

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

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
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