plot.dScoreTest: Plot the score test

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

Plot the score test

Description

Diagonotic plots for the test:

1. Histogram of \{L_i\}, where L_i = resid_i \times h_i.

2. \{L_i\} against the index i, where i refers to the i-th observation in the full dataset. Only those i's in the test split are drawn. The mean is drawn as a horizontal line. Extremes values under the null can result in bad normal approximation. In this case, consider setting trim.outlier.hunt=TRUE.

3. Residuals (negative scores) versus the hunted signal. A horizontal segment is drawn between each pair of raw hunted signal and the debiased hunted signal. If debiased gets higher, colored in red; otherwise colored in green. A regression line (blue) with a large positive slope indicates the model is misspecified.

4. Normalized \{L_i\} drawn in order.

Usage

## S3 method for class 'dScoreTest'
plot(x, ...)

Arguments

x	A dScoreTest object.
...	Further graphical parameters passed to underlying plotting functions.

Value

No return value; called for its side effect of producing the diagnostic plots described above.

dScoreTest documentation built on Sept. 3, 2026, 1:06 a.m.