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.


Reference manual

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0.1.5 by Rajen Shah, 6 months ago

Browse source code at

Authors: Rajen Shah [aut, cre] , Peter Buhlmann [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports glmnet, parallel, randomForest, Rcpp, stats

Linking to Rcpp

Imported by CondIndTests, GRPtests.

Suggested by knockoff.

See at CRAN