melaniehorn/GSignTest: Robust Tests for Regression-Parameters via Sign Depth

The sign depth and sign depth test can be used for testing robustly on parameter vectors of regression models. For this, the sign depth test needs an order of the residuals. While there is an inherent order in the case of simple regression or, for example, time-series, there is no inherent order in the case of multiple regression. For this, the design vectors of a data set have to be ordered. This package provides 13 different ordering strategies as well as functions for calculating the sign depth, the sign depth test, the simplified sign depth and two classical tests for regression models, namely the sign test and the F-test.

install.packages("remotes")
remotes::install_github("melaniehorn/GSignTest")