White Test and Bootstrapped White Test for Heteroskedasticity

Formal implementation of White test of heteroskedasticity and a bootstrapped version of it, developed under the methodology of Jeong, J., Lee, K. (1999) < https://yonsei.pure.elsevier.com/en/publications/bootstrapped-whites-test-for-heteroskedasticity-in-regression-mod>.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.0.1 by Jorge Lopez Perez, a year ago

Report a bug at https://github.com/jlopezper/whitestrap/issues

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

Authors: Jorge Lopez Perez [aut, cre, cph] , Jinook Jeong [ctb]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports stats, graphics

Suggests testthat, covr

See at CRAN