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.

Getting started

Package details

AuthorRajen Shah [aut, cre], Peter Buhlmann [aut]
MaintainerRajen Shah <r.shah@statslab.cam.ac.uk>
LicenseGPL (>= 2)
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:

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RPtests documentation built on May 1, 2019, 6:33 p.m.