PLStests: Model Checking for High-Dimensional GLMs via Random Projections

Provides methods for testing the goodness-of-fit of generalized linear models (GLMs) using random projections. It is specifically designed for high-dimensional scenarios where the number of predictors substantially exceeds the sample size. The statistical methodologies implemented in this package are detailed in the paper by Wen Chen and Falong Tan (2024, <doi:10.48550/arXiv.2412.10721>).

Getting started

Package details

AuthorWen Chen [aut, cre], Jie Liu [aut], Heng Peng [aut], FaLong Tan [aut], Lixing Zhu [aut]
MaintainerWen Chen <tlqdcw@gmail.com>
LicenseGPL-3
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PLStests")

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PLStests documentation built on April 3, 2025, 9:34 p.m.