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.

Browse man pages Browse package API and functions Browse package files

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

Man pages

pval: Compute p-values for 'RPtest' output
RPtest: Goodness of fit tests for potentially high-dimensional linear...
RPtest_single: Test significance of single predictors
sparse_proj: Sparse projections using the square-root Lasso
sqrt_lasso: Square-root Lasso regression

Functions

RPtest Man page Source code
RPtest_single Man page Source code
Scale Source code
colMax Source code
comp_beta_star_all Source code
comp_sigma_est Source code
cov_test_twoside Source code
exact_zero Source code
lasso_test Source code
lasso_test_S_inp Source code
non_sparse_proj Source code
pval Man page Source code
pvals_all_normal Source code
pvals_all_normal_noboot Source code
resid_gen_lasso Source code
resid_gen_lasso_all Source code
resid_gen_ols Source code
resid_lasso Source code
resid_lasso_all Source code
resid_ols Source code
rf_test Source code
rf_test_S Source code
sparse_proj Man page Source code
sq_lasso_test Source code
sq_lasso_test_S Source code
sqrt_lasso Man page Source code
test_all_cov Source code
test_all_cov_sim Source code

Files

src
src/RPtests_init.c
src/Aux_functions.cpp
src/RcppExports.cpp
NAMESPACE
R
R/RPtest_single.R
R/resid_gen.R
R/projections.R
R/RcppExports.R
R/pvals.R
R/RPtest.R
R/test_funcs.R
R/sqrt_lasso.R
MD5
DESCRIPTION
man
man/RPtest_single.Rd
man/pval.Rd
man/sqrt_lasso.Rd
man/sparse_proj.Rd
man/RPtest.Rd
RPtests documentation built on May 19, 2017, 6:50 a.m.