Dear All, Allow me to re-introduce the skedastic package (version 1.0.0) which now implements more than 20 different heteroskedasticity tests for the linear regression model, as well as a graphical diagnostic tool and some helper functions with broader applications (e.g., computing probability distributions of certain nonparametric statistics, computing two-sided p-values from asymmetric distributions using three different methods, and computing cumulative probabilities for ratios of quadratic forms in normal random vectors). All of the included heteroskedasticity tests are taken from statistics/econometrics literature but many of them have never (to my knowledge) been made available in statistical software until now. The new version of the package also incorporates unit tests via testthat and is thus more robust against code breaks. CRAN page: https://cran.r-project.org/package=skedastic Github page: https://github.com/tjfarrar/skedastic Sincerely, Thomas _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages
skedastic: Heteroskedasticity Diagnostics for Linear Regression Models
1 message · Thomas Farrar