RPtests: Goodness of Fit Tests for High-Dimensional Linear Regression Models
Version 0.1.4

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

Package details

AuthorRajen Shah [aut, cre], Peter Buhlmann [aut]
Date of publication2017-04-03 15:30:47 UTC
MaintainerRajen Shah <[email protected]>
LicenseGPL (>= 2)
Version0.1.4
URL http://arxiv.org/abs/1511.03334
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RPtests")

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RPtests documentation built on May 29, 2017, 9:06 a.m.