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 <r.shah@statslab.cam.ac.uk> |

License | GPL (>= 2) |

Version | 0.1.3 |

http://arxiv.org/abs/1511.03334 |

RPtests

RPtests/src

RPtests/src/Aux_functions.cpp

RPtests/src/RcppExports.cpp

RPtests/NAMESPACE

RPtests/R

RPtests/R/RPtest_single.R
RPtests/R/resid_gen.R
RPtests/R/projections.R
RPtests/R/RcppExports.R
RPtests/R/pvals.R
RPtests/R/RPtest.R
RPtests/R/test_funcs.R
RPtests/R/sqrt_lasso.R
RPtests/MD5

RPtests/DESCRIPTION

RPtests/man

RPtests/man/RPtest_single.Rd
RPtests/man/pval.Rd
RPtests/man/sqrt_lasso.Rd
RPtests/man/sparse_proj.Rd
RPtests/man/RPtest.Rd
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