library(aster) do.chisq.test <- function(x, alpha, k, mu, max.bin) { stopifnot(all(x > k)) stopifnot(k + 1 < max.bin) xx <- seq(k + 1, max.bin) yy <- dnbinom(xx, size = alpha, mu = mu) yy[length(yy)] <- pnbinom(max.bin - 1, size = alpha, mu = mu, lower.tail = FALSE) pp <- yy / sum(yy) ecc <- length(x) * pp if (any(ecc < 5.0)) warning("violates rule of thumb about > 5 expected in each cell") cc <- tabulate(x, max.bin) cc <- cc[xx] cc[length(cc)] <- nsim - sum(cc[- length(cc)]) chisqstat <- sum((cc - ecc)^2 / ecc) cat("chi squared statistic =", chisqstat, "\n") cat("degrees of freedom =", length(ecc) - 1, "\n") pval <- pchisq(chisqstat, length(ecc) - 1, lower.tail = FALSE) cat("p-value =", pval, "\n") if (exists("save.min.pval")) { save.min.pval <<- min(pval, save.min.pval) save.ntests <<- save.ntests + 1 } else { save.min.pval <<- pval save.ntests <<- 1 } foo <- rbind(cc, ecc) dimnames(foo) <- list(c("observed", "expected"), as.character(xx)) print(foo) } set.seed(42) nsim <- 1e4 alpha <- 2.222 mu <- 10 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 40) alpha <- 2.222 mu <- 3.5 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 20) alpha <- 2.222 mu <- 2.5 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 16) alpha <- 2.222 mu <- 1.5 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 12) alpha <- 2.222 mu <- 0.5 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 8) alpha <- 2.222 mu <- 0.1 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 5) nsim <- 2e5 alpha <- 2.222 mu <- 0.01 k <- 2 x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 5) alpha <- 2.222 mu <- 1.5 xpred <- 0:10 save.seed <- .Random.seed x <- rktp(xpred, k, mu, xpred) .Random.seed <- save.seed my.x <- rep(0, length(xpred)) for (i in seq(along = xpred)) if (xpred[i] > 0) for (j in 1:xpred[i]) my.x[i] <- my.x[i] + rktp(1, k, mu) all.equal(x, my.x) nsim <- 1e4 alpha <- 5.55 k <- 5 mu <- pi x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 16) alpha <- 5.55 k <- 10 mu <- exp(2) x <- rktnb(nsim, alpha, k, mu) do.chisq.test(x, alpha, k, mu, 29) cat("number of tests:", save.ntests, "\n") cat("minimum p-value:", save.min.pval, "\n") cat("Bonferroni corrected minimum p-value:", save.ntests * save.min.pval, "\n") ##### set.seed(42) nind <- 25 nnode <- 1 ncoef <- 1 alpha <- 3.333 k <- 2 pred <- 0 fam <- 1 ifam <- fam.truncated.negative.binomial(size = alpha, trunc = k) aster:::setfam(list(ifam)) theta.origin <- aster:::getfam()[[1]]$origin theta <- (- 4 / 3) p <- 1 - exp(theta) x <- rnbinom(1000, size = alpha, prob = p) x <- x[x > k] x <- x[1:nind] modmat <- matrix(1, nrow = nind, ncol = 1) out <- mlogl(theta - theta.origin, pred, fam, x, modmat, modmat, deriv = 2, type = "conditional", famlist = list(ifam)) print(out) xxx <- seq(0, 100) ppp <- dnbinom(xxx, size = alpha, prob = p) ppp[xxx <= k] <- 0 ppp <- ppp / sum(ppp) tau <- sum(xxx * ppp) my.grad.logl <- sum(x - tau) all.equal(- out$gradient, my.grad.logl) my.fish.info <- length(x) * sum((xxx - tau)^2 * ppp) all.equal(as.numeric(out$hessian), my.fish.info)