The file CxxLoF_all.R carries out a simulation study for the goodness of fit part of the paper. The test statistics Tn and Vn as well as corresponding asymptotic and bootstrap quantiles are calculated. The _twodim.R file conduces simulations in a two dimesional setting, while the _application file was constructed for an application (both not yet in the paper). The file Cxx_significance_test.R carries out a simulation study for the test of significance of covariates which is presented in Section 4 of the paper. The test statistic as well as corresponding asymptotic and bootstrap quantiles are calculated. The .cpp files are auxiliary files to conduct some parts of the calculations in C++. The file Rejection_Probabilities.R calculates the rejection probabilities of the lack of fit and the significance tests given the corresponding quantiles.
Working Paper (2020)
Lim Alejandro, Chiang Chin-Tsang, and Teng Jen-Chieh