gof_test_adjusted_pvalue: Adjusted p values

In MDgof: Various Methods for the Goodness-of-Fit Problem in D>1 Dimensions

Adjusted p values

Description

This function runs a number of goodness-f-fit tests using Rcpp and parallel computing and then finds the correct p value for the combined tests.

Usage

gof_test_adjusted_pvalue(
  x,
  pnull,
  rnull,
  phat = function(x) -99,
  dnull = function(x) -99,
  B = c(5000, 1000),
  nbins = c(5, 5),
  minexpcount = 5,
  Ranges = matrix(c(-Inf, Inf, -Inf, Inf), 2, 2),
  SuppressMessages = FALSE,
  maxProcessor,
  doMethods
)

Arguments

x	matrix with data
pnull	cdf under the null hypothesis
rnull	routine to generate data under the null hypothesis
phat	=function(x) -99, function to estimate parameters from the data, or -99 if no parameters are estimated
dnull	=function(x) -99, density function under the null hypothesis, if available, or -99 if missing
B	=c(5000, 1000), number of simulation runs for permutation test and for estimation of the empirical distribution function.
nbins	=c(5, 5), number of bins for chi square tests (2D only).
minexpcount	= 5, minimum required expected counts for chi-square tests.
Ranges	=matrix(c(-Inf, Inf, -Inf, Inf),2,2) a 2x2 matrix with lower and upper bounds.
SuppressMessages	= FALSE, show informative messages?
maxProcessor	number of cores for parallel processing.
doMethods	Which methods should be included? If missing a small number of methods that generally have good power are used.

Details

For details consult the vignette("MDgof","MDgof")

Value

a vector of p values.

Examples

# All examples are run with B=10 and maxProcessor=1 to pass CRAN checks.
# This is obviously MUCH TO SMALL for any real usage.
# Tests to see whether data comes from a bivariate standard normal distribution, 
# without parameter estimation.
rnull=function() mvtnorm::rmvnorm(100, c(0, 0))
x=rnull()
pnull=function(x) {
  if(!is.matrix(x)) return(mvtnorm::pmvnorm(rep(-Inf, 2), x))
  apply(x, 1, function(x) mvtnorm::pmvnorm(rep(-Inf, 2), x))
}
dnull=function(x) {
  if(!is.matrix(x)) return(mvtnorm::dmvnorm(x))
  apply(x, 1, function(x) mvtnorm::dmvnorm(x))
}
gof_test_adjusted_pvalue(x, pnull, rnull, dnull=dnull, B=10, maxProcessor = 1)

MDgof documentation built on Feb. 13, 2026, 1:06 a.m.