Package: distfreereg 1.2

distfreereg: Distribution-Free Goodness-of-Fit Testing for Regression

Implements the distribution-free goodness-of-fit regression testing procedure, introduced by Estate Khmaladze (2021, <doi:10.1007/s10463-021-00786-3>) to test whether or not the mean structure of a parametric model belongs to a specified model family. The test is implemented for general mean functions with minimal distributional assumptions as well as common models (e.g., lm, glm) with the usual model assumptions.

Authors:Jesse Miller [aut, cre]

distfreereg_1.2.tar.gz
distfreereg_1.2.zip(r-4.7)distfreereg_1.2.zip(r-4.6)distfreereg_1.2.zip(r-4.5)
distfreereg_1.2.tgz(r-4.6-any)distfreereg_1.2.tgz(r-4.5-any)
distfreereg_1.2.tar.gz(r-4.7-any)distfreereg_1.2.tar.gz(r-4.6-any)
distfreereg_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
distfreereg/json (API)

# Install 'distfreereg' in R:
install.packages('distfreereg', repos = c('https://small-epsilon.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.38 score 24 scripts 255 downloads 4 exports 17 dependencies

Last updated from:11014a53d3. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK244
source / vignettesOK449
linux-release-x86_64OK243
macos-release-arm64OK290
macos-oldrel-arm64OK199
windows-develOK214
windows-releaseOK216
windows-oldrelOK195
wasm-releaseOK105

Exports:asymptoticscomparedistfreeregrejection

Dependencies:bootcalculusclueclusterlatticelme4MASSMatrixminqanlmenloptrrbibutilsRcppRcppEigenRdpackreformulasrlang

Advanced Options for the distfreereg Package
Specifying the Test Mean Covariate Argument: Uppercase or Lowercase | Ordering the Observations | Under the Null Hypothesis | Under an Alternative Hypothesis | Diagnostic Plots | Methods | Grouping Observations | The override Argument | Matrix Square Roots and Covariance Specifications | References

Last update: 2026-05-08
Started: 2024-11-11

An Introduction to the distfreereg Package
Introduction | Testing a Linear Model | Testing a Non-Linear Model | Means Specified by Formulas | Formulas with lm() | Formulas with nls() | Means Specified by Functions | Using the Algorithm with External Functions | Summary and Diagnostic Plots | A Summary Plot | Diagnostic Plots | Specifying the Covariance Structure | Methods | Adding New Statistics | Non-Normal Errors | References

Last update: 2026-05-08
Started: 2024-11-11

Comparing Distributions with the distfreereg Package
Comparing Empirical and Theoretical Distributions of Statistics | Plotting the Results | Formal Comparison Testing | Increasing the Sample Size | Using a distfreereg Object: asymptotics() | Power Considerations | Warnings

Last update: 2026-05-08
Started: 2024-11-11

Parameter Estimation with distfreereg
Introduction | Modifying the Method | Estimating the Precision of Parameter Estimates | Using a Different Optimization Function | Detailed Output from the Optimization Process | Checking Compatibility of Arguments | The Importance of Normality of Parameter Estimates | The Setup | The Simulation | The Most Likely Source of the Problem | Two Possible Objections | References

Last update: 2026-05-08
Started: 2024-11-11

Plotting with the distfreereg Package
Introduction | Plotting distfreereg Objects | Density Plots | Modifying the P-Value Label | Selecting the Statistic to Plot | Modifying the Density Calculation and Plotting | Modifying the P-Value Line and Shading | Borders | Output | Diagnostic Plots | Residual Plots | Empirical Partial Sum Process Plots | Plotting compare Objects | Setup | CDF Plots | Curves | Legend | Horizontal Lines | Confidence Bands | Q--Q Plots | Multiple compare Objects

Last update: 2026-05-08
Started: 2024-11-11