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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: 0.1.5
Imports: glmnet, parallel, randomForest, Rcpp, stats
LinkingTo: Rcpp
Published: 2021-07-10
DOI: 10.32614/CRAN.package.RPtests
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: https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12234
NeedsCompilation: yes
CRAN checks: RPtests results

Documentation:

Reference manual: RPtests.pdf

Downloads:

Package source: RPtests_0.1.5.tar.gz
Windows binaries: r-devel: RPtests_0.1.5.zip, r-release: RPtests_0.1.5.zip, r-oldrel: RPtests_0.1.5.zip
macOS binaries: r-release (arm64): RPtests_0.1.5.tgz, r-oldrel (arm64): RPtests_0.1.5.tgz, r-release (x86_64): RPtests_0.1.5.tgz, r-oldrel (x86_64): RPtests_0.1.5.tgz
Old sources: RPtests archive

Reverse dependencies:

Reverse imports: CondIndTests
Reverse suggests: knockoff

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RPtests to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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