gof_test: This function performs a number of gof tests

In Rgof: 1d Goodness of Fit Tests

This function performs a number of gof tests

Description

This function performs a number of gof tests

Usage

gof_test(
  x,
  vals = NA,
  pnull,
  rnull,
  w = function(x) -99,
  phat = function(x) -99,
  TS,
  TSextra = NA,
  nbins = c(50, 10),
  rate = 0,
  Range = c(-Inf, Inf),
  B = 5000,
  minexpcount = 5,
  ChiUsePhat = TRUE,
  maxProcessors = 1,
  doMethods = "all"
)

Arguments

x	data set
vals	=NA, values of discrete RV, or NA if data is continuous
pnull	cdf under the null hypothesis
rnull	routine to generate data under the null hypothesis
w	(Optional) function to calculate weights, returns -99 if no weights
phat	=function(x) -99, function to estimate parameters from the data, or -99 if no parameters are estimated
TS	user supplied function to find test statistics, if any
TSextra	=NA, list passed to TS, if desired, or NA
nbins	=c(100, 10) number of bins for chi-square tests
rate	=0 rate of Poisson if sample size is random, 0 if sample size is fixed
Range	=c(-Inf, Inf) limits of possible observations, if any, for chi-square tests
B	=5000 number of simulation runs
minexpcount	=5 minimal expected bin count required
ChiUsePhat	= TRUE, if TRUE param is estimated parameter, otherwise minimum chi square method is used.
maxProcessors	=1, number of processors to use in parallel processing.
doMethods	Methods to include in tests

Value

A list with vectors of test statistics and p.values

Examples

# Tests to see whether data comes from a standard normal distribution.
pnull = function(x) pnorm(x)
rnull = function()  rnorm(100)
x = rnorm(100)
gof_test(x, NA, pnull, rnull)
# Tests to see whether data comes from a normal distribution with standard deviation 1 
# and the mean estimated.
pnull=function(x, m) pnorm(x, m)
rnull=function(m) rnorm(100, m)
TSextra = list(qnull=function(x, m=0) qnorm(x, m), 
          pnull=function(x, m=0) pnorm(x, m), phat=function(x) mean(x))
phat=function(x) mean(x)
x = rnorm(100, 1, 2)
gof_test(x, NA, pnull, rnull, phat=phat, TSextra=TSextra)
# Tests to see whether data comes from a binomial (10, 0.5) distribution.
vals=0:10
pnull = function() pbinom(0:10, 10, 0.5)
rnull = function() table(c(0:10, rbinom(1000, 10, 0.5)))-1
x = rnull() 
gof_test(x, vals, pnull, rnull, doMethods="all")
# Tests to see whether data comes from a binomial distribution with 
# the success probability estimated from the data.
pnull = function(p=0.5) pbinom(0:10, 10, ifelse(p>0&&p<1, p, 0.001))
rnull = function(p=0.5) table(c(0:10, rbinom(1000, 10, 
                  ifelse(p>0&&p<1, p, 0.001))))-1
phat=function(x) mean(rep(0:10,x))/10 
gof_test(x, vals, pnull, rnull, phat=phat) 

Rgof documentation built on Oct. 21, 2024, 5:07 p.m.