Package 'EstimDiagnostics'

Sample estimators' values for different sample sizes

Description

For every sample size value the function creates a sample and evaluates the estimators Nmc times.

Usage

Estim_diagnost(Nmc, s, Inference, packages = NULL)

Arguments

Nmc	number of repetitions
s	numeric vector of sample sizes
Inference	function of s creating a sample and evaluating estimators (see details)
packages	list of packages to pass to foreach loop

Value

data frame with estimators' values

Examples

Nmc=400
s<-c(1e2,1e3)

Inference<-function(s){
  rrr<-rnorm(n=s)
  list(Mn=mean(rrr), Sd=sd(rrr))
}
data <- Estim_diagnost(Nmc, s, Inference)
estims_qqplot(data)
estims_boxplot(data)

#
Inference<-function(s){
rrr<-2/0
list(Mn=mean(rrr), Sd=sd(rrr))
}
head(Estim_diagnost(Nmc, s, Inference))

#
Inference<-function(s){
rrr<-rnorm(n=s)
rrr[2]<-"dwq"
list(Mn=mean(rrr), Sd=sd(rrr))
}
head(Estim_diagnost(Nmc, s, Inference))

---

Boxplot of estimates

Description

Plot boxplots of estimators for different sample sizes.

Usage

estims_boxplot(data, sep = FALSE)

Arguments

data	data frame returned by Estim_diagnost
sep	indicates whether all plots will be stacked together or returned as elements of a list

Value

ggplot2 object

Examples

Nmc=400
s<-seq(from = 1, to = 10, by = 2)*1e3
Inference<-function(s){
rrr<-rnorm(n=s)
list(Mn=mean(rrr), Sd=sd(rrr))
}

data <- Estim_diagnost(Nmc, s, Inference)
estims_boxplot(data)

estims_boxplot(data, sep=TRUE)

---

QQ-plot of estimator empirical distributions

Description

Plot QQ-plots of estimators' empirical distributions for different sample sizes.

Usage

estims_qqplot(data, sep = FALSE, ...)

Arguments

data	data frame returned by Estim_diagnost
sep	indicates whether all plots will be stacked together or returned as elements of a list
...	parameters to pass to stat_qq function

Value

ggplot2 object

Examples

library(ggplot2)
Nmc=500
s<-c(1e3,4e3)

Inference<-function(s){
  rrr<-rnorm(n=s)
  list(Mn=mean(rrr), Sd=sd(rrr))
}

data <- Estim_diagnost(Nmc, s, Inference)
lisst <- estims_qqplot(data, sep=TRUE)
lisst[2][[1]] + geom_abline(intercept = 1)

pl_joint<-estims_qqplot(data)
pl_joint + geom_abline(slope=1)

pl_joint<-estims_qqplot(data, distribution = stats::qt, dparams = list(df=3, ncp=0.1))
pl_joint + geom_abline(slope=1)

---

Test a parametric distribution

Description

Expectation checking whether a given sample comes from a certain parametric distribution. The underlying procedure is Anderson-Darling test of goodness-of-fit ad.test. The expectation throws an error when the test's p-value is smaller than the threshold p-value.

Usage

expect_distfit(sample, p_value = 0.001, nulldist, ...)

Arguments

sample	to test
p_value	threshold p-value of the test
nulldist	null distribution
...	parameters to pass to the null distribution

Value

Invisibly returns a p-value of the test.

Examples

# Gaussianity test
## Not run: 
x<-rnorm(n=1e4,5,6)
expect_distfit(sample=x, nulldist="pnorm", mean=5, sd=6.3)
expect_distfit(sample=x, nulldist="pnorm", mean=5, sd=6)

## End(Not run)

# Uniformity test
x<-runif(n=1e4,-1,6)
expect_distfit(sample=x, nulldist="punif", min=-1, max=6)

---

Test a Gaussian distribution

Description

Expectation checking whether a given sample comes from Gaussian distribution with arbitrary parameters. The underlying procedure is Shapiro- Wilk's test of normality shapiro.test. The expectation throws an error when the test's p-value is smaller than the threshold p-value.

Usage

expect_gaussian(sample, p_value = 0.001)

Arguments

sample	to test
p_value	threshold p-value of the test

Details

shapiro.test allows the number of non-missing values to be between 3 and 5000.

Value

Invisibly returns a p-value of the test.

Examples

x<-rnorm(n=1e3,5,6)
expect_gaussian(sample=x)

#The following test doesn't pass
## Not run: 
x<-runif(n=1e2,-1,6)
expect_gaussian(sample=x)

## End(Not run)

---

Test a mean-value using t-test

Description

Expectation checking whether values from a given sample have a certain mean or that two samples have the same mean. The underlying procedure is Student's t-test t.test. The expectation throws an error when the test's p-value is smaller than the threshold p-value.

Usage

expect_mean_equal(p_value = 0.001, ...)

Arguments

p_value	threshold p-value of the test
...	parameters to pass to t.test function including data sample(s)

Value

Invisibly returns a p-value of the test

Examples

# This test doesn't pass
## Not run: 
x<-1:1e3
expect_mean_equal(x=x)

## End(Not run)

# This one passes, but shouldn't
x<-rnorm(1e3) + 0.01
expect_mean_equal(x=x)

x<-rnorm(1e3)
expect_mean_equal(x=x)

# check if 2 samples have the same mean
x<-rnorm(1e3, mean=10)
y<-rnorm(1e3, mean=10)
expect_mean_equal(x=x, y=y)

---