HETER_MODEL-cash-test: Test the null model

HETER_MODEL$testR Documentation

Test the null model

Description

This function test the null model. In this class, the test is a BP-test computed using lmtest::bptest. The variance formula is ~ x + I(x^2).

Arguments

dat

Data frame. A data frame containing all variables needed by the null_formula.

null_formula

Formula. Formula for fitting the null model. Default is null_formula = self$null_formula.

Value

A list containing the test name, the test statistic and the p-value.

Examples


# Instantiate
x <- rand_uniform()
e <- rand_normal()
test <- heter_model(a = 0, b = 100)


dat <- test$gen(100000)
test$test(dat)

TengMCing/visage documentation built on Aug. 28, 2024, 3:27 p.m.