RPtests (0.1.4)

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Goodness of Fit Tests for High-Dimensional Linear Regression Models.

http://arxiv.org/abs/1511.03334
http://cran.r-project.org/web/packages/RPtests

Performs goodness of fits tests for both high and low-dimensional linear models. It can test for a variety of model misspecifications including nonlinearity and heteroscedasticity. In addition one can test the significance of potentially large groups of variables, and also produce p-values for the significance of individual variables in high-dimensional linear regression.

Maintainer: Rajen D. Shah
Author(s): Rajen Shah [aut, cre], Peter Buhlmann [aut]

License: GPL (>= 2)

Uses: glmnet, randomForest, Rcpp

Released about 3 years ago.


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