f.psi {cta} | R Documentation |
Computes one of the model comparison statistics.
The model comparison statistics include:
"diff.Gsq"
: The difference in G^2
statistic,
G^{2}(\psi) - G^2 = G^{2}(y; H_{0}(\psi)) - G^{2}(y; H_{0});
"diff.Xsq"
: The difference in X^2
statistic,
X^{2}(\psi) - X^2 = X^{2}(y; H_{0}(\psi)) - X^{2}(y; H_{0});
"diff.PD"
: The difference in power-divergence statistic, with index parameter \lambda
,
PD_{\lambda}(\psi) - PD_{\lambda} = PD_{\lambda}(y; H_{0}(\psi)) - PD_{\lambda}(y; H_{0});
"nested.Gsq"
: The nested G^2
statistic,
G^{2}(y; H_{0}(\psi) | H_{0});
"nested.Xsq"
: The nested X^2
statistic,
X^{2}(y; H_{0}(\psi) | H_{0});
"nested.PD"
: The nested power-divergence statistic, with index parameter
\lambda
,
PD_{\lambda}(y; H_{0}(\psi) | H_{0}).
f.psi(y, strata, fixed.strata, h0.fct, h0.fct.deriv = NULL,
S0.fct, S0.fct.deriv = NULL, method_specific, psi,
max.mph.iter, step, change.step.after, y.eps, iter.orig,
norm.diff.conv, norm.score.conv, max.score.diff.iter,
pdlambda = NULL, Gsq_H0, Xsq_H0, PD_H0, cons.MLE.m_H0)
y |
Observed table counts in the contingency table(s), in vector form. |
strata |
Vector of the same length as |
fixed.strata |
The object that gives information on which stratum (strata) has (have) fixed sample sizes. |
h0.fct |
The constraint function |
h0.fct.deriv |
The R function object that computes analytic derivative of the
transpose of the constraint function |
S0.fct |
The estimand function |
S0.fct.deriv |
The R function object that computes analytic derivative of the estimand function |
method_specific |
A character string that indicates which model comparison
statistic to compute. It can be one of |
psi |
The real number |
max.mph.iter , step , change.step.after , y.eps , iter.orig , norm.diff.conv , norm.score.conv , max.score.diff.iter |
The parameters used in |
pdlambda |
The index parameter |
Gsq_H0 |
The |
Xsq_H0 |
The |
PD_H0 |
The power-divergence statistic for testing |
cons.MLE.m_H0 |
Constrained MLE of |
f.psi
returns a numeric value, which is the computed model comparison statistic.
Among the four inputs: Gsq_H0
, Xsq_H0
, PD_H0
, and
cons.MLE.m_H0
, only one of them needs to be specified.
Qiansheng Zhu
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.
diff_Xsq_nr
, nested_Xsq_nr
, diff_Gsq_nr
, nested_Gsq_nr
, diff_PD_nr
, nested_PD_nr
, diff_Xsq_robust
, nested_Xsq_robust
, diff_Gsq_robust
, nested_Gsq_robust
, diff_PD_robust
, nested_PD_robust
, ci.table