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kah3.test(): the three-group least squares test with
its exact null distribution (Hartley’s maximum F-ratio, three
groups).kah.robust.test(): the least trimmed squares version,
with an effective-degrees-of-freedom F-max reference, a Monte Carlo
reference and a residual bootstrap.run.all.het(): the KaH tests next to Goldfeld-Quandt,
Breusch-Pagan (Koenker), White, the robust modified Goldfeld-Quandt test
and, optionally, three tests from ‘skedastic’.pfmax(), dfmax(), qfmax(),
rfmax(): Hartley’s maximum F-ratio distribution.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.