Goodness-of-fit evidence features for a fitted model

Builds the evidence vector used by the learned-ensemble goodness-of-fit test: one-sided z-scores \(\Phi^{-1}(1-p)\) from a panel of GOF tests plus the covariate-space directed tests. Larger values mean stronger evidence of misfit.

Usage

gof.features(
  object,
  tests = c("HL", "HL-equalwidth", "Pigeon-Heyse", "Tsiatis", "Xie", "EF", "DEF.poly2",
    "DEF.poly3", "DEF.stukel")
)

Arguments

object

A fitted binary logistic glm.

tests

Character vector of run.all.gof test names to use as panel features (default: a fast partition + DEF-family panel).

Value

A named numeric vector of evidence features.

See also

deploy.gof, cdef.gof, run.all.gof.