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.

AuthorRajen Shah [aut, cre], Peter Buhlmann [aut]
Date of publication2017-01-27 10:17:51
MaintainerRajen Shah <r.shah@statslab.cam.ac.uk>
LicenseGPL (>= 2)
Version0.1.3
http://arxiv.org/abs/1511.03334

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