whitestrap: White Test and Bootstrapped White Test for Heteroskedasticity

Formal implementation of White test of heteroskedasticity and a bootstrapped version of it, developed under the methodology of Jeong, J., Lee, K. (1999) <https://yonsei.pure.elsevier.com/en/publications/bootstrapped-whites-test-for-heteroskedasticity-in-regression-mod>.

Getting started

Package details

AuthorJorge Lopez Perez [aut, cre, cph], Jinook Jeong [ctb]
MaintainerJorge Lopez Perez <jorge@loperez.com>
LicenseMIT + file LICENSE
Version0.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("whitestrap")

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whitestrap documentation built on July 1, 2020, 10:02 p.m.