phd: Permutation Testing in High-Dimensional Linear Models

Provides permutation methods for testing in high-dimensional linear models. The tests are often robust against heteroscedasticity and non-normality and usually perform well under anti-sparsity. See Hemerik and Goeman (2018) <doi:10.1007/s11749-017-0571-1>.

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Package details

AuthorJesse Hemerik, Livio Finos
MaintainerJesse Hemerik <>
LicenseGNU General Public License
Package repositoryView on CRAN
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phd documentation built on July 2, 2019, 5:09 p.m.