Nothing
#---------------------------------------------------------------------------------------
# this is to test two nested GAMLSS models using a chi-square test
#even thought no check is done whether the models are nested
LR.test <- function(null, alternative, print=TRUE)
{
if (!("gamlss"%in%class(null))) stop("the null model is not a gamlss model") # ammended 12-06-2013
if (!("gamlss"%in%class(alternative))) stop("the alternative model is not a gamlss model")
D0 <- deviance(null)
D1 <- deviance(alternative)
if (D1>D0) stop("The null model has smaller deviance than the alternative \n",
"The models should be nested" )
df0 <- null$df.fit
df1 <- alternative$df.fit
chi <- D0-D1
df <- df1-df0
if (df<0) stop("The difference in df's is negative. \n",
"Are the models nested? \n" )
p.val <- 1-pchisq(chi,df)
if (print)
{
cat(" Likelihood Ratio Test for nested GAMLSS models. \n",
"(No check whether the models are nested is performed). \n \n",
" Null model: deviance=", D0, "with ", df0, "deg. of freedom \n",
"Altenative model: deviance=", D1, "with ", df1, "deg. of freedom \n \n",
"LRT =", chi, "with", df, "deg. of freedom and p-value=", p.val, "\n")
}
else
{
return(list(chi=chi, df=df, p.val=p.val))
}
}
#----------------------------------------------------------------------------------------
# this does not seems appropriate sinse the demominator can be negative
# Here I am taking abs() to avoid this
#F.Test <- function(null, alternative)
# {
# if (!(class(null)[1]%in%"gamlss")) stop("the null model is not a gamlss model")
# if (!(class(alternative)[1]%in%"gamlss")) stop("the alternative model is not a gamlss model")
# D0 <- deviance(null)
# D1 <- deviance(alternative)
# if (D1>D0) stop("the null model has smaller deviance than the alternative")
# df0 <- null$df.fit
# df1 <- alternative$df.fit
# nom <- D0-D1
# dfnom <- df1-df0
# dfden <- alternative$df.fit
# F <- (nom/dfnom)/(abs(D1)/dfden)
# p.val <- 1-pf(nom,dfnom, dfden)
# list(F=F, df1=dfnom, df2=dfden, p.val=p.val)
# }
#----------------------------------------------------------------------------------------
#----------------------------------------------------------------------------------------
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