jlopezper/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

Maintainer
LicenseMIT + file LICENSE
Version0.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jlopezper/whitestrap")
jlopezper/whitestrap documentation built on June 6, 2020, 5:46 a.m.