tpr.test {tpr}R Documentation

Significance and Goodness-of-fit Test of TPR

Description

Two kinds of tests are provided for inference on the coefficients in a fully functional TRP model: integral test and bootstrap test.

Usage

sig.test.int.ff(fit, chypo = 0, idx, weight = TRUE, ncut = 2)
sig.test.boots.ff(fit, chypo = 0, idx, nsim = 1000, plot = FALSE)
gof.test.int.ff(fit, cfitList = NULL, idx, weight = TRUE, ncut = 2)
gof.test.boots.ff(fit, cfitList = NULL, idx, nsim = 1000, plot = FALSE)
gof.test.boots.pf(fit1, fit2, nsim, p = NULL, q = 1)

Arguments

fit

a fitted object from tpr

chypo

hypothesized value of coefficients

idx

the index of the coefficients to be tested

weight

whether or not use inverse variation weight

ncut

the number of cuts of the interval of interest in integral test

cfitList

a list of fitted object from cst.fit.ff

nsim

the number of bootstrap samples in bootstrap test

plot

whether or not plot

fit1

fit of H0 model (reduced)

fit2

fit of H1 model (full)

p

the index of the time-varying estimation in fit2

q

the index of the time-independent estimation in fit1

Value

Test statistics and their p-values.

Author(s)

Jun Yan jun.yan@uconn.edu

References

Fine, Yan, and Kosorok (2004). Temporal Process Regression. Biometrika.

See Also

tpr

Examples

## see ?tpr

[Package tpr version 0.3-3 Index]