R/hoslem_test.R

In liuhongwei2018/calibration: Calibration Performance Evaluation and Recalibration

#' @title Hosmer-Lemeshow Goodness of Fit (GOF) Test
#' @description Perform a Hosmer-Lemeshow Goodness of Fit (GOF) Test
#' @param x a numeric vector of observations, binary (0/1).
#' @param y expected values.
#' @param g number of bins to use to calculate quantile.
#' @details The Hosmer-Lemeshow test is a statistical test for goodness of fit for logistic regression models.
#' @export


hoslem_test <- function (x, y, g = 10){
  DNAME <- paste(deparse(substitute(x)), deparse(substitute(y)),
                 sep = ", ")
  METHOD <- "Hosmer and Lemeshow goodness of fit (GOF) test"
  yhat <- y
  y <- x
  qq <- unique(quantile(yhat, probs = seq(0, 1, 1/g)))
  cutyhat <- cut(yhat, breaks = qq, include.lowest = TRUE)
  observed <- xtabs(cbind(y0 = 1 - y, y1 = y) ~ cutyhat)
  expected <- xtabs(cbind(yhat0 = 1 - yhat, yhat1 = yhat) ~
                      cutyhat)
  chisq <- sum((observed - expected)^2/expected)
  PVAL = 1 - pchisq(chisq, g - 2)
  PARAMETER <- g - 2
  names(chisq) <- "X-squared"
  names(PARAMETER) <- "df"
  structure(list(statistic = chisq, parameter = PARAMETER,
                 p.value = PVAL, method = METHOD, data.name = DNAME, observed = observed,
                 expected = expected), class = "htest")
}