GRPtests: Goodness-of-Fit Tests in High-Dimensional GLMs

Methodology for testing nonlinearity in the conditional mean function in low- or high-dimensional generalized linear models, and the significance of (potentially large) groups of predictors. Details on the algorithms can be found in the paper by Jankova, Shah, Buehlmann and Samworth (2019) <arXiv:1908.03606>.

Getting started

Package details

AuthorJana Jankova [aut, cre], Rajen Shah [aut], Peter Buehlmann [aut], Richard Samworth [aut]
MaintainerJana Jankova <jana.jankova@gmail.com>
LicenseGPL
Version0.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GRPtests")

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GRPtests documentation built on March 18, 2021, 9:06 a.m.