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.
|Imports:||glmnet, parallel, randomForest, Rcpp, stats|
|Author:||Rajen Shah [aut, cre], Peter Buhlmann [aut]|
|Maintainer:||Rajen Shah <r.shah at statslab.cam.ac.uk>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|CRAN checks:||RPtests results|
|Windows binaries:||r-devel: RPtests_0.1.3.zip, r-release: RPtests_0.1.3.zip, r-oldrel: RPtests_0.1.3.zip|
|OS X Mavericks binaries:||r-release: RPtests_0.1.3.tgz, r-oldrel: RPtests_0.1.3.tgz|
|Old sources:||RPtests archive|
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