Dear All, I would like to introduce the above-named new package that is now available on CRAN: https://cran.r-project.org/web/packages/skedastic/index.html The package features numerous 'classical' heteroskedasticity tests (some not previously available in any published R package) as well as one very new test that appeared in the literature only in 2019. Feedback on bugs/issues is most welcome at https://github.com/tjfarrar/skedastic and reviews are welcome at crantastic: https://crantastic.org/packages/skedastic Sincerely, Thomas Farrar Cape Peninsula University of Technology; University of the Western Cape
Introducing skedastic: Heteroskedasticity Diagnostics for Linear Regression Models
1 message · Thomas Farrar