Heteroscedasticity Diagnostics for Linear Models

Documentation for package ‘heteroTests’ version 0.11.2

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-- A --

additional_tests	Additional heteroscedasticity tests
analyseDatasetCharacteristics	Intelligent recommendations for heteroscedasticity diagnostics
analyzeMLResiduals	Machine-learning residual analysis
augment.hetero_test	broom methods for heteroscedasticity diagnostics
augment.hetero_test_suite	broom methods for heteroscedasticity diagnostics
autoCompareRemediations	Automatically compare remedial models
autoplot.hetero_test_suite	Autoplot heteroscedasticity diagnostics
autoTransform	Automatic transformation helper

-- B --

bootstrap_methods	Bootstrap utilities for heteroscedasticity diagnostics
buildDiagnosticDecisionTree	Intelligent recommendations for heteroscedasticity diagnostics

-- C --

cachedTest	Cache results of a heteroscedasticity test
checkData	Validate data argument
checkModel	Validate model argument
checkModelEnhanced	Enhanced model diagnostics
clearAnalysisCache	Clear cached diagnostic run results
clearTestCache	Clear cached test results
compareModelDiagnostics	Compare diagnostics across models
compareTestResults	Summarise heteroscedasticity test results
composeDiagnosticNarrative	Intelligent recommendations for heteroscedasticity diagnostics

-- D --

diagnostic_data	Simulated dataset with collinearity and mild nonlinearity
downloadTeachingData	Download example teaching dataset

-- F --

fitRobust	Robust regression wrapper
fitWLS	Weighted Least Squares wrapper

-- G --

generateDiagnosticReport	Automated diagnostic report generation
generateHeteroRecommendations	Intelligent recommendations for heteroscedasticity diagnostics
generate_benchmark_report	Benchmark 'heteroTests' against reference implementations
glance.hetero_test	broom methods for heteroscedasticity diagnostics
glance.hetero_test_suite	broom methods for heteroscedasticity diagnostics

-- H --

HeteroDiagnostic	Create a diagnostic object
hetero_data	Simulated dataset with heteroscedastic errors
hetero_grouped_suite	S3 containers for heteroscedasticity diagnostics
hetero_test_suite	S3 containers for heteroscedasticity diagnostics
ht_clear_log_history	Control logging for heteroTests diagnostics
ht_enable_log_capture	Control logging for heteroTests diagnostics
ht_log_history	Control logging for heteroTests diagnostics
ht_set_log_level	Control logging for heteroTests diagnostics

-- I --

interpretHeteroTestResults

Intelligent recommendations for heteroscedasticity diagnostics

-- L --

launchDiagnosticDashboard

Interactive diagnostic dashboard

-- M --

modern_diagnostics

Modern heteroscedasticity diagnostics

-- P --

performArchLMTest	Perform Engle's ARCH LM test
performBartlettTest	Perform Bartlett's test for equality of variances
performBoxMTest	Box's M Test for Equality of Covariance Matrices
performBPRandomEffectsTest	Breusch-Pagan LM test for random effects
performBPTest	Perform Breusch-Pagan test for heteroscedasticity
performBPTestRobust	Robust Breusch–Pagan test with bootstrap and effect sizes
performBPTestStreaming	Streaming Breusch\–Pagan test for large datasets
performBreuschPaganTest	Perform Breusch-Pagan test for heteroscedasticity
performBrownForsytheTest	Perform Brown-Forsythe test for equality of variances
performCookWeisbergTest	Perform Cook-Weisberg test for heteroscedasticity
performDavidianCarrollTest	Perform Davidian-Carroll test
performFlignerKilleenTest	Perform Fligner-Killeen test for homogeneity of variances
performGlejserTest	Perform Glejser test for heteroscedasticity
performGQTest	Perform Goldfeld-Quandt test for heteroscedasticity
performHartleyFmaxTest	Perform Hartley's Fmax test
performHarveyTest	Perform Harvey test for multiplicative heteroscedasticity
performHighDimensionalTest	High-dimensional projection heteroscedasticity test
performInfluenceDiagnostics	Identify influential observations
performKoenkerTest	Perform Koenker studentized Breusch-Pagan test
performKoenkerTestStreaming	Streaming Koenker studentized Breusch\–Pagan test
performLeveneTest	Perform Levene's test for equality of variances
performMcLeodLiTest	Perform McLeod-Li test
performNCVTest	Perform the non-constant variance (NCV) score test
performOBrienTest	Perform O'Brien test for equality of variances
performParkTest	Perform Park test for heteroscedasticity
performPesaranTest	Perform Pesaran CD test
performQuantileRegressionTest	Quantile regression heteroscedasticity test
performRankPermutationTest	Rank-based permutation heteroscedasticity test
performRESETTest	Ramsey's RESET test for nonlinearity
performScatterDiagnostic	Scatter-plot diagnostics for heteroscedasticity
performSpatialHeteroTest	Spatial heteroscedasticity test
performSpearmanTest	Perform Spearman rank correlation test
performSpreadLevelTest	Perform Spread-Level test
performStudentizedBPTest	Studentized Breusch–Pagan test
performSzroeterTest	Szroeter test for ordered alternatives
performVIFDiagnostic	Variance inflation factors
performWhiteTest	Perform White's test for heteroscedasticity
performWhiteTestBootstrap	Bootstrap White test
performWhiteTestRobust	Robust White test with bootstrap and effect sizes
performWhiteTestStreaming	Memory-efficient White test for large datasets
performWildBootstrapTest	Wild bootstrap heteroscedasticity test
plot.HeteroDiagnostic	Plot diagnostics
plot.power_analysis	Plot method for power analysis results
plotBeforeAfter	Compare residuals before and after remediation
plotBubbleVariance	Bubble plot of residual variance by covariate
plotDiagnosticSuite	Generate a suite of diagnostic plots
plotDiagnosticSuiteEnhanced	Enhanced diagnostic plot suite
plotResidualDensity	Density plot of residuals
plotResidualQQ	QQ plot of residuals
plotResidualsFitted	Plot residuals vs fitted values
plotResidualsFittedEnhanced	Enhanced residuals vs fitted plot
plotSpreadLevel	Spread-Level plot for variance diagnostics
print.hetero_recommendation_report	Intelligent recommendations for heteroscedasticity diagnostics
print.htest_enhanced	Print method for enhanced White test results
print.remediation_suggestions	Suggest remediation actions for heteroscedasticity

-- R --

rbootstrap_test_statistic	Bootstrap a test statistic
rcalculateEffectSize	Effect size calculations for heteroscedasticity diagnostics
recommendRemediationStrategies	Intelligent recommendations for heteroscedasticity diagnostics
registerDiagnostic	Register a custom diagnostic
registerPlot	Register a diagnostic plot
restimate_test_power	Estimate test power from observed effect size
robust_implementations	Robust heteroscedasticity diagnostics
rrunAdvancedDiagnostics	Run enhanced heteroscedasticity diagnostics
runDiagnosticPlots	Run registered diagnostic plots
runDiagnostics	Run a suite of model diagnostics
runHeteroTests	Run multiple heteroscedasticity diagnostics
runHeteroTestsParallel	Parallel test execution helper
runMultivariateTests	Run multivariate heteroscedasticity tests
runPanelTests	Run panel-data heteroscedasticity tests
runSurveyHeteroTests	Run heteroscedasticity diagnostics on survey designs
runTimeSeriesTests	Run time-series heteroscedasticity tests
run_benchmark_suite	Benchmark 'heteroTests' against reference implementations
rvalidate_against_reference	Validate diagnostics against reference implementations

-- S --

scale_colour_hetero_diagnostic	Colour scale for heteroscedasticity diagnostics
scale_fill_hetero_diagnostic	Colour scale for heteroscedasticity diagnostics
sigma_exponential	Simulate heteroscedastic data
sigma_exp_decay	Simulate heteroscedastic data
sigma_gaussian_peak	Simulate heteroscedastic data
sigma_group	Simulate heteroscedastic data
sigma_inverse	Simulate heteroscedastic data
sigma_linear	Simulate heteroscedastic data
sigma_logistic	Simulate heteroscedastic data
sigma_multiplicative	Simulate heteroscedastic data
sigma_piecewise	Simulate heteroscedastic data
sigma_piecewise_linear	Simulate heteroscedastic data
sigma_poly	Simulate heteroscedastic data
sigma_power	Simulate heteroscedastic data
sigma_sin	Simulate heteroscedastic data
sigma_spatial	Simulate heteroscedastic data
sigma_step	Simulate heteroscedastic data
sigma_u_shape	Simulate heteroscedastic data
simulate_arch1	Simulate heteroscedastic data
simulate_hetero	Simulate heteroscedastic data
simulate_power_analysis	Advanced simulation framework for test validation
simulate_type_I_errors	Advanced simulation framework for test validation
simulation_framework	Advanced simulation framework for test validation
std_error	Generate standardized error message
std_warning	Generate standardized warning message
suggestDiagnosticsForProfile	Intelligent recommendations for heteroscedasticity diagnostics
suggestRemediation	Suggest remediation actions for heteroscedasticity
summary.HeteroDiagnostic	Summarize diagnostics

-- T --

test	Run diagnostic tests
test.HeteroDiagnostic	Run diagnostic tests
TestFactory	Heteroscedasticity Test Factory
test_factory	Shared instance of the test factory
theme_hetero	Heteroscedasticity diagnostic theme
tidy.hetero_grouped_suite	broom methods for heteroscedasticity diagnostics
tidy.hetero_test	broom methods for heteroscedasticity diagnostics
tidy.hetero_test_suite	broom methods for heteroscedasticity diagnostics

-- V --

validateTestInputs

Validate model and data inputs before running diagnostics

-- W --

warnDiagnosticAssumptions

Intelligent recommendations for heteroscedasticity diagnostics

-- misc --

.diagnostic_registry

Diagnostics registry