distfreereg-package {distfreereg} | R Documentation |
Distribution-Free Goodness-of-Fit Testing for Regression
Description
Implements the distribution-free goodness-of-fit regression test for the mean structure of parametric models introduced in Khmaladze (2021) <doi:10.1007/s10463-021-00786-3>. The test is implemented for general functions with minimal distributional assumptions as well as common models (e.g., lm, glm) with the usual assumptions.
Details
The DESCRIPTION file:
Package: | distfreereg |
Type: | Package |
Title: | Distribution-Free Goodness-of-Fit Testing for Regression |
Version: | 1.1 |
Depends: | R (>= 4.4) |
Imports: | calculus, clue, lme4, methods |
Suggests: | knitr, rmarkdown |
VignetteBuilder: | knitr, rmarkdown |
Date: | 2025-07-01 |
Authors@R: | person(given = "Jesse", family = "Miller", role = c("aut", "cre"), email = "mill9116@umn.edu", comment = c(ORCID = "0009-0005-9465-7461")) |
Maintainer: | Jesse Miller <mill9116@umn.edu> |
Description: | Implements the distribution-free goodness-of-fit regression test for the mean structure of parametric models introduced in Khmaladze (2021) <doi:10.1007/s10463-021-00786-3>. The test is implemented for general functions with minimal distributional assumptions as well as common models (e.g., lm, glm) with the usual assumptions. |
License: | GPL-3 |
Author: | Jesse Miller [aut, cre] (ORCID: <https://orcid.org/0009-0005-9465-7461>) |
Index of help topics:
asymptotics Convenience function for exploring asymptotic behavior and sample size adequacy coef.distfreereg Extract estimated parameters from 'distfreereg' objects compare Compare the simulated statistic distribution with the observed statistic distribution used in distribution-free parametric regression testing confint.distfreereg Calculate confidence intervals with a 'distfreereg' object distfreereg Distribution-free parametric regression testing distfreereg-package Distribution-Free Goodness-of-Fit Testing for Regression fitted.distfreereg Extract fitted values from 'distfreereg' objects formula.distfreereg Extract formulas from 'distfreereg' objects ks.test.compare Formally compare observed and simulated statistics from a 'compare' object plot.compare Summary and diagnostic plots for 'compare' objects plot.distfreereg Summary and diagnostic plots for 'distfreereg' objects predict.distfreereg Generate predicted values from 'distfreereg' objects print.compare Printing 'compare' objects print.distfreereg Printing 'distfreereg' objects rejection Compute rejection rates of a distribution-free test from a 'compare' object residuals.distfreereg Extract residuals from 'distfreereg' objects update.distfreereg Update 'distfreereg' objects vcov.distfreereg Calculate parameter covariance matrices from 'distfreereg' objects
Further information is available in the following vignettes:
v1_introduction | An Introduction to the `distfreereg` Package (source) |
v2_compare | Comparing Distributions with the `distfreereg` Package (source) |
v3_plotting | Plotting with the `distfreereg` Package (source) |
v4_parameter-estimation | Parameter Estimation (source) |
v5_advanced-options | Advanced Options for `distfreereg` Package (source) |
Author(s)
Jesse Miller [aut, cre] (ORCID: <https://orcid.org/0009-0005-9465-7461>)
Maintainer: Jesse Miller <mill9116@umn.edu>
[Package distfreereg version 1.1 Index]