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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:

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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.