RPtests: Goodness of Fit Tests for High-Dimensional Linear Regression Models

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.

Version: 0.1.2
Imports: glmnet, parallel, randomForest, Rcpp, stats
LinkingTo: Rcpp
Published: 2016-11-07
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)]
URL: http://arxiv.org/abs/1511.03334
NeedsCompilation: yes
CRAN checks: RPtests results


Reference manual: RPtests.pdf
Package source: RPtests_0.1.2.tar.gz
Windows binaries: r-devel: RPtests_0.1.2.zip, r-release: RPtests_0.1.2.zip, r-oldrel: RPtests_0.1.2.zip
OS X Mavericks binaries: r-release: RPtests_0.1.2.tgz, r-oldrel: RPtests_0.1.2.tgz
Old sources: RPtests archive


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