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.
|Author||Rajen Shah [aut, cre], Peter Buhlmann [aut]|
|Date of publication||2017-01-27 10:17:51|
|Maintainer||Rajen Shah <firstname.lastname@example.org>|
|License||GPL (>= 2)|