Nothing
cmstest <- function(Jn, In, Omega.hat, sd,
q.90, q.95, q.99, P,
bws,
distribution,
Jn.bootstrap = NA, In.bootstrap = NA,
pivot,
model,
boot.method,
boot.num,
na.index = NULL){
tcms = list(Jn = Jn,
In = In,
Omega.hat = Omega.hat,
sd = sd,
q.90 = q.90,
q.95 = q.95,
q.99 = q.99,
P = P,
bws = bws,
Jn.bootstrap = Jn.bootstrap,
In.bootstrap = In.bootstrap,
pivot = pivot,
pdistribution = switch(distribution,
bootstrap = "Bootstrap",
asymptotic = "Asymptotic"),
pcall = paste(deparse(model$call),collapse=""),
pmethod = switch(boot.method,
"iid" = "IID",
"wild" ="Wild",
"wild-rademacher" = "Rademacher Wild"),
boot.num = boot.num,
na.index = na.index)
##Sn = if(pivot) Jn else In
reject <- ' '
if (P < 0.1)
reject <- '.'
if (P < 0.05)
reject <- '*'
if (P < 0.01)
reject <- '**'
if (P < 0.001)
reject <- '***'
tcms$reject <- reject
tcms$rejectNum <- switch(reject,
' ' = 100,
'.' = 10,
'*' = 5,
'**' = 1,
'***' = 0.1)
class(tcms) <- "cmstest"
tcms
}
print.cmstest <- function(x, ...){
cat("\nConsistent Model Specification Test\n")
writeLines(strwrap(paste("Parametric null model: ", x$pcall, sep=""),exdent=26,width=80))
cat("Number of regressors: ", length(x$bws$bw),"\n",
if(x$pdistribution == "Bootstrap"){
paste(x$pmethod, " Bootstrap ",
"(", x$boot.num, " replications)",sep="")
} else paste(x$pdistribution, "Distribution"),
"\n\nTest Statistic ",sQuote(ifelse(x$pivot,"Jn","In")), ": ",
format(ifelse(x$pivot, x$Jn, x$In)), "\tP Value: ", format.pval(x$P)," ", x$reject,
"\n---\nSignif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1",
ifelse(x$reject == ' ', "\nFail to reject the null of correct specification at the 10% level",
paste("\nNull of correct specification is rejected at the ", x$rejectNum, "% level", sep="")),
"\n\n", sep="")
}
summary.cmstest <- function(object, ...){
print(object)
}
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