Nothing
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2, or (at your option)
# any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# A copy of the GNU General Public License is available via WWW at
# http://www.gnu.org/copyleft/gpl.html. You can also obtain it by
# writing to the Free Software Foundation, Inc., 59 Temple Place,
# Suite 330, Boston, MA 02111-1307 USA.
################################################################################
# FUNCTION: TIME SERIES TESTS
# lmTest Linear Modelling Test, select from:
# bgTest Breusch-Godfrey Test
# bpTest Breusch-Pagan Test
# dwTest Durbin-Watson Test
# gqTest Goldfeld-Quandt Test
# harvTest Harvey-Collier Test
# hmcTest Harrison-McCabe Test
# rainTest Rainbow Test
# resetTest Ramsey's RESET Test
# REQUIRES:
# lmtest
################################################################################
################################################################################
# BUILTIN - PACKAGE DESCRIPTION:
# Package: lmtest
# Title: Testing Linear Regression Models
# Version: 0.9-3
# Date: $Date: 2003/02/19 15:54:30 $
# Author: Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>,
# Achim Zeileis <zeileis@ci.tuwien.ac.at>, David Mitchell
# Maintainer: Achim Zeileis <zeileis@ci.tuwien.ac.at>
# Description: A collection of tests, data sets and examples
# for diagnostic checking in linear regression models.
# Depends: R (>= 1.4.0)
# License: GPL
################################################################################
lmTest <-
function(formula,
method = c("bg", "bp", "dw", "gq", "harv", "hmc", "rain", "reset"),
data = list(), ...)
{
# A function implemented by Diethelm Wuertz
# FUNCTION:
# Load Library:
# Here we use a BUILTIN ...
# require(lmtest)
# Settings:
method <- match.arg(method)
# DW:
if (method == "dw")
ans <- lmtest::dwtest(formula = formula, data = data, ...)
# BP:
if (method == "bp")
ans <- lmtest::bptest(formula = formula, data = data, ...)
# GQ:
if (method == "gq")
ans <- lmtest::gqtest(formula = formula, data = data, ...)
# HMC:
if (method == "hmc")
ans <- lmtest::hmctest(formula = formula, data = data, ...)
# HARV:
if (method == "harv")
ans <- lmtest::harvtest(formula = formula, data = data, ...)
# RAIN:
if (method == "rain")
ans <- lmtest::raintest(formula = formula, data = data, ...)
# RESET:
if (method == "reset")
ans <- lmtest::reset(formula = formula, data = data, ...)
# BG:
if (method == "bg")
ans <- lmtest::bgtest(formula = formula, data = data, ...)
# Return Result:
ans
}
# ******************************************************************************
dwTest <-
function(formula, alternative = c("greater", "two.sided", "less"),
iterations = 15, exact = NULL, tol = 1.0e-10, data = list())
{
lmtest::dwtest(formula, alternative, iterations, exact, tol, data)
}
# ------------------------------------------------------------------------------
bpTest <-
function(formula, varformula = NULL, studentize = TRUE, data = list())
{
lmtest::bptest(formula, varformula, studentize, data)
}
# ------------------------------------------------------------------------------
gqTest <-
function(formula, point=0.5, order.by = NULL, data = list())
{
lmtest::gqtest(formula, point, order.by, data)
}
# ------------------------------------------------------------------------------
hmcTest <-
function(formula, point = 0.5, order.by = NULL, simulate.p = TRUE,
nsim = 1000, plot = FALSE, data = list())
{
lmtest::hmctest(formula, point, order.by, simulate.p, nsim, plot, data)
}
# ------------------------------------------------------------------------------
harvTest <-
function(formula, order.by = NULL, data = list())
{
lmtest::harvtest(formula, order.by, data)
}
# ------------------------------------------------------------------------------
rainTest =
function(formula, fraction = 0.5, order.by = NULL, center = NULL,
data = list())
{
lmtest::raintest(formula, fraction, order.by, center, data)
}
# ------------------------------------------------------------------------------
resetTest <-
function(formula, power = 2:3, type = c("fitted", "regressor", "princomp"),
data = list())
{
lmtest::reset(formula, power, type, data)
}
# ------------------------------------------------------------------------------
bgTest <-
function(formula, order = 1, type = c("Chisq", "F"), data = list())
{
lmtest::bgtest(formula, order, type, data)
}
################################################################################
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.