S.n.Boot: Goodness-of-Fit test statistic based on discretized L2...

In L2DensityGoFtest: Density Goodness-of-Fit Test

Goodness-of-Fit test statistic based on discretized L2 distance

Description

Implements the bootstraped version of the density goodness-of-fit test \hat{S}_n(h) defined in (6) Bagkavos, Patil and Wood (2021).

Usage

S.n.Boot(xin1, indices, h,  dist, kfun, p1, p2)

Arguments

xin1	A vector of data points to perfrom bootstrap on.
indices	indices to use for the bootstrap process.
h	The bandwidth to use, typically the output of hopt.be.
dist	The null distribution.
kfun	The kernel to use in the density estimates used in the bandwidth expression.
p1	Argument 1 (vector or object) for the null distribution.
p2	Argument 2 (vector or object) for the null distribution.

Details

Implements the bootstrap version of the test statistic S.n for use in the cutoff.bootstrap function. This function is typically not to be called directly by the user; it is rather meant to be called indirectly through the cutoff.bootstrap function.

Value

A vector of values of the test statistic.

Author(s)

R implementation and documentation: Dimitrios Bagkavos <[e-mail]>

References

Bagkavos, Patil and Wood: Nonparametric goodness-of-fit testing for a continuous multivariate parametric model, (2021), under review.

See Also

S.n

L2DensityGoFtest documentation built on Feb. 16, 2023, 9:24 p.m.