GOF_model_test {bootGOF} | R Documentation |

## R6 Class representing the Goodness-of-Fit test
for (linear) models.

### Description

This class can test the null hypothesis that data follows
a particular linear model, i.e. classical linear models, generalized
linear models or models of the type *m(β^\top X) + ε*.

### Methods

#### Public methods

#### Method `new()`

##### Usage

GOF_model_test$new(
model,
data,
nmb_boot_samples,
y_name,
Rn1_statistic,
gof_model_info_extractor,
gof_model_resample
)

##### Arguments

`model`

a fitted model

`data`

used to fit `model`

`nmb_boot_samples`

integer specifying the number of bootstrap
samples to perform

`y_name`

string specifying the name of the dependent variable in
in `data`

`Rn1_statistic`

statistic used to map the marked empirical
process to the real line. Needs to be an instance of the class
that implements Rn1_statistic

`gof_model_info_extractor`

an instance that implements
GOF_model_info_extractor in order to apply it to
`model`

`gof_model_resample`

an instance that implements
GOF_model_resample in order to apply it to
`model`

##### Returns

An instance of the Class

#### Method `get_Rn1_org()`

calculates the marked empricial process for `model`

##### Usage

GOF_model_test$get_Rn1_org()

##### Returns

vector ordered by the inner product of the estimated
parameter and the independent variables

#### Method `get_Rn1_boot()`

calculates the marked empricial process for the
resampled versions of `model`

##### Usage

GOF_model_test$get_Rn1_boot()

##### Returns

list of length `nmb_boot_samples`

where every element
is a vector ordered by the inner product of the estimated
parameter and the dependent variables

#### Method `get_pvalue()`

p-value for Goodness-of-Fit-test for `model`

##### Usage

GOF_model_test$get_pvalue()

##### Returns

p-value for the null hypothesis that the dependent variable
was generated according to `model`

#### Method `clone()`

The objects of this class are cloneable with this method.

##### Usage

GOF_model_test$clone(deep = FALSE)

##### Arguments

`deep`

Whether to make a deep clone.

[Package

*bootGOF* version 0.1.0

Index]