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.


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install.packages("RPtests")

0.1.4 by Rajen Shah, 2 years ago


http://arxiv.org/abs/1511.03334


Browse source code at https://github.com/cran/RPtests


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.


See at CRAN