flipscores: Robust Score Testing in GLMs, by Sign-Flip Contributions

Provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables. See Hemerik, Goeman and Finos (2020) <doi:10.1111/rssb.12369>.

Package details

AuthorLivio Finos, Jelle Goeman and Jesse Hemerik, with contribution of Riccardo De Santis.
MaintainerLivio Finos <livio.finos@unipd.it>
LicenseGPL-2
Version1.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("flipscores")

Try the flipscores package in your browser

Any scripts or data that you put into this service are public.

flipscores documentation built on Aug. 15, 2022, 5:09 p.m.