gof_RPtest
uses the RPtest
package to compute a goodness-of-fit test.
Arguments
- x
A matrix of predictors.
- y
A vector of outcomes.
- m
Multiplier of null model sparsity.
- b
Additive increase to alternative sparsity.
Details
First uses cv.glmnet
to select a model with lambda.1se
, then
tests the selected model against one with a value of lambda
chosen to increase the model sparsity.
Examples
n <- 100
p <- 200
s0 <- 5
sim_data <- rXb(n, p, s0)
#> Error in rXb(n, p, s0): could not find function "rXb"
x <- sim_data$x
#> Error in eval(expr, envir, enclos): object 'sim_data' not found
beta <- sim_data$beta
#> Error in eval(expr, envir, enclos): object 'sim_data' not found
y <- x %*% beta + rnorm(n)
#> Error in eval(expr, envir, enclos): object 'x' not found
gof_RPtest(x, y)
#> Error in nrow(x): object 'x' not found