Package index • dScoreTest

Goodness-of-fit tests

Test whether a fitted model is well-specified against a nonparametric alternative.

gof_test(): Debiased score test for goodness of fit
gof_test(<glm>): Goodness-of-fit test for GLM
gof_test(<lm>): Goodness-of-fit test for a linear model
gof_test(<gam>): Goodness-of-fit test for a GAM

Model comparison

Test a null model against a nested alternative in the same model class.

compare_models(): Compare two models using the debiased score test
compare_models(<glm>): Compare two fitted GLM models
compare_models(<lm>): Compare two fitted linear models
compare_models(<gam>): Compare two fitted GAM models

Engine and methods

The underlying debiased score test and its S3 methods.

dScoreTest(): Debiased score test: goodness-of-fit test and model comparison
new_dScoreTest(): Constructor for the debiased score test
print(<dScoreTest>): Print the score test
plot(<dScoreTest>): Plot the score test
summary(<dScoreTest>) print(<summary.dScoreTest>): Summary of the score test

Hunt algorithms

Routines that hunt for a direction of misspecification.

hunt_optimal(): Optimal hunting
hunt_wls(): Weighted-least-squares hunting
hunt_vanilla(): Vanilla hunting

Package

dScoreTest(): Debiased score test: goodness-of-fit test and model comparison