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RPtests: Goodness of Fit Tests for High-Dimensional Linear Regression Models
Performs goodness of fits tests for both high and low-dimensional linear models. It can test for a variety of model misspecifications including nonlinearity and heteroscedasticity. In addition one can test the significance of potentially large groups of variables, and also produce p-values for the significance of individual variables in high-dimensional linear regression.
Getting started
Browse package contents
Package details |
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| Author | Rajen Shah [aut, cre], Peter Buhlmann [aut] |
| Maintainer | Rajen Shah <r.shah@statslab.cam.ac.uk> |
| License | GPL (>= 2) |
| Version | 0.1.5 |
| URL | https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12234 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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