ajout de la fonction md.test

R/md.test.R

@@ -0,0 +1,38 @@
+# Minimum distance test based on a transform
+# 
+# Author: François Pelletier
+###############################################################################
+
+#' Minimum distance test based on a transform function of a random variable
+#' @param param Set of parameters to test
+#' @param data Individual data vector
+#' @param t Transform variate
+#' @param FUN Transform function (analytical)
+#' @param empFUN Transform function (empirical)
+#' @param alpha tolerance level
+#' @return A list containing the chi-square statistic, 
+#' degree of freedom, hypothesis reject boolean and p.value
+#' 
+#' @author François Pelletier
+md.test <- function(param,data,t,FUN,empFUN,alpha=0.05)
+{
+	n <- length(data)
+	# Weight matrix
+	Q <- ginv(outer(t,t,function(j,k) FUN(j+k,param)-FUN(j,param)*FUN(k,param)))
+	# Vector of differences
+	v <- sqrt(n) * (empFUN(t,data)-FUN(t,param))
+	md.stat <- t(v) %*% Q %*% v
+	# Compute the test statistic using chi-square distribution
+	p.value <- pchisq(md.stat,df<-length(t))
+	reject <- p.value >= alpha
+	# Print output
+	cat("Minimum distance test based on a transform\n\nTest statistic: ",md.stat,
+			"\nDegree of freedom: ",df,
+			"\nP-value: ",p.value,
+			"\nReject H0 with confidence level ",1-alpha,"?: ",reject)
+	# Create the return list
+	list(md.stat=md.stat,df=df,reject=reject,p.value=p.value)
+}
+
+
+

man/md.test.Rd

@@ -0,0 +1,31 @@
+\name{md.test}
+\alias{md.test}
+\title{Minimum distance test based on a transform function of a random variable}
+\usage{
+md.test(param, data, t, FUN, empFUN, alpha = 0.05)
+}
+\arguments{
+  \item{param}{Set of parameters to test}
+
+  \item{data}{Individual data vector}
+
+  \item{t}{Transform variate}
+
+  \item{FUN}{Transform function (analytical)}
+
+  \item{empFUN}{Transform function (empirical)}
+
+  \item{alpha}{tolerance level}
+}
+\value{
+A list containing the chi-square statistic, degree of
+freedom, hypothesis reject boolean and p.value
+}
+\description{
+Minimum distance test based on a transform function of a
+random variable
+}
+\author{
+François Pelletier
+}
+