hunt_vanilla: Vanilla hunting
In dScoreTest: Debiased Score Tests for Goodness of Fit and Model Comparison

hunt_vanilla

R Documentation

Vanilla hunting

Description

Hunt by fitting residuals on X.

Usage

hunt_vanilla(
  fit_hunt_method,
  resids,
  X,
  X.cols = 1:ncol(X),
  trim.outlier = TRUE,
  arg.fit_hunt_method = NULL,
  predict_fun_hunt = stats::predict
)

Arguments

`fit_hunt_method`	Function with signature `fit_hunt_method(y, X, ...)` that returns a fitted alternative model `\hat{g} \in \mathcal{G}`. For a fitted `g`, it must support `predict_fun_hunt(g, X)` for evaluation.
`resids`	Residuals (i.e., negative scores) of length n from the null model.
`X`	Covariates of dim n x p.
`X.cols`	Subset of covariates to hunt. (Default: `1:ncol(X)`)
`trim.outlier`	If `TRUE`, outliers in `\hat{h}(X)` will be trimmed from the hunted `\hat{h}` using Tukey's IQR rule.
`arg.fit_hunt_method`	Named list of additional arguments passed to `fit_hunt_method` (default to `NULL`).
`predict_fun_hunt`	Function with signature `predict_fun_hunt(fit, X)` returning a numeric vector of predictions from the alternative-model fit. Default `stats::predict`.

Value

An object of class "hunt", a list with elements:

hunt.fit: The fitted hunt model produced by fit_hunt_method.
trim.bounds: The Tukey IQR trimming bounds, or c(-Inf, Inf) when trim.outlier = FALSE.
predict_fun_hunt: The prediction function for hunt.fit, as supplied.
X.cols: The columns of X used for the hunt, as supplied.
h: A function with signature h(X) giving the hunted signal.