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Test the null model against the alternative model

Source: R/zzz_VI_MODEL.R
VI_MODEL-cash-test.Rd

This function test the null model against the alternative model. In this class, the test is a F-test computed using stats::anova. Derived classes may have their own test procedures.

Arguments

dat

Data frame. A data frame containing all variables needed by the null_formula and alt_formula.

null_formula

Formula. Formula for fitting the null model. Default is null_formula = self$null_formula.

alt_formula

Formula. Formula for fitting the alternative model. Default is alt_formula = self$alt_formula.

Value

A list containing the test name, the test statistic and the p-value.

Examples


# Instantiate
x <- rand_uniform()
e <- rand_normal()
test <- vi_model(prm = list(x = x, e = e),
                 prm_type = list(x = "r", e = "r"),
                 formula = y ~ 1 + x + x^2 + e,
                 null_formula = y ~ x,
                 alt_formula = y ~ x + I(x^2))


dat <- test$gen(100000)
test$test(dat)
#> $name
#> [1] "F-test"
#> 
#> $statistic
#> [1] 518.7168
#> 
#> $p_value
#> [1] 1.577532e-114
#> 

test$test(dat, alt_formula = y ~ x + I(x^3))
#> $name
#> [1] "F-test"
#> 
#> $statistic
#> [1] 515.8307
#> 
#> $p_value
#> [1] 6.647544e-114
#>