Omnibus GOF test via Cauchy combination

Implements the omnibus test of Boschi & Wit (2025), Section 3.6 / eq. 19. Runs gof_univariate() per covariate in model, then combines the resulting p-values via the Cauchy combination \(T_o = \tfrac{1}{L}\sum_l \tan(\pi(0.5 - P_l))\) (Liu & Xie 2020), with analytic p-value \(\tfrac{1}{2} - \arctan(T_o)/\pi\).

Usage

gof_global(
  event_log,
  model,
  scope = "all",
  mode = "one",
  half_life = NULL,
  seed = NULL
)

Arguments

event_log

Dyadic event log.

model

Named character vector of <stat> = "linear" mapping.

scope, mode, half_life, seed

See compare_models().

Value

List with statistic (\(T_o\)), p_value, and components (per-covariate data.frame with covariate, statistic, p_value).

References

Boschi M, Wit EC (2025). Goodness of fit in relational event models. Statistics and Computing 36(4).