plotGOF: goodness-of-fit test for SPQR estimator

In SPQR: Semi-Parametric Quantile Regression

goodness-of-fit test for SPQR estimator

Description

Performs a goodness-of-fit test for the estimated conditional probability density function (PDF) using probability inverse transformation method.

Usage

plotGOF(object, getAll = FALSE)

Arguments

object	An object of class SPQR.
getAll	If TRUE and SPQR is fitted with method = "MCMC", plots all posterior samples of Q-Q lines. Default: FALSE.

Value

A ggplot object.

Examples

set.seed(919)
n <- 200
X <- rbinom(n, 1, 0.5)
Y <- rnorm(n, X, 0.8)
control <- list(iter = 200, warmup = 150, thin = 1)
fit <- SPQR(X = X, Y = Y, method = "MCMC", control = control,
            normalize = TRUE, verbose = FALSE)

## Goodness-of-fit test
plotGOF(fit)

SPQR documentation built on May 3, 2022, 1:08 a.m.