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||2017-04-03 15:30:47 UTC|
|Maintainer||Rajen Shah <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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