ConfTests-class: Class "Configuration Tests"

ConfTests-classR Documentation

Class "Configuration Tests"

Description

ConfTests contains a list of the results of statistical likelihood-ratio tests that evaluate the goodness-of-fit of restricted models against more general ones. Currently, the models implemented are those based on the Normal and Skew-Normal distributions, with the four alternative variance-covariance matrix configurations.

Slots

TestRes:

List of test results; each element is an object of class LRTest, with the following components:

ChiSq: Value of the Chi-Square statistics corresponding to the performed test.
df: Degrees of freedom of the Chi-Square statistics.
pvalue: p-value of the Chi-Square statistics value, obtained from the Chi-Square distribution with df degrees of freedom.
H0logLik: Logarithm of the Likelihood function under the null hypothesis.
H1logLik: Logarithm of the Likelihood function under the alternative hypothesis.

RestModels:

The restricted model (corresponding to the null hypothesis)

FullModels:

The full model (corresponding to the alternative hypothesis)

Methods

show

signature(object = "ConfTests"): show S4 method for the ConfTests-class

Author(s)

Pedro Duarte Silva <psilva@porto.ucp.pt>
Paula Brito <mpbrito.fep.up.pt>

See Also

mle, IData, LRTest


MAINT.Data documentation built on April 4, 2023, 9:09 a.m.