Plot CSPA Test Results — cspa_test

Visualizes the estimated conditional mean functions \(\hat{h}_j(x)\), their lower envelope, and the confidence bound from the CSPA test.

Usage

cspa_test_plot(
  object = NULL,
  Y = NULL,
  X = NULL,
  level = 0.05,
  trim = 0,
  prewhiten = -1L,
  preselect = TRUE,
  ylab = "Loss Difference",
  xlab = "Conditioning Variable"
)

Arguments

object: A cspa_test object returned by cspa_test, or omitted if Y and X are provided directly.
Y: An n x J matrix of loss differentials. Ignored if object is provided.
X: An n x 1 numeric vector of the conditioning variable. Ignored if object is provided.
level: Significance level (e.g., 0.05). Ignored if object is provided.
trim: Trimming parameter. Default 0.
prewhiten: Pre-whitening order. Default -1.
preselect: Logical; adaptive inequality selection. Default TRUE.
ylab: Label for the y-axis. Default "Loss Difference".
xlab: Label for the x-axis. Default "Conditioning Variable".

Value

A ggplot object.