Package: skedastic
Type: Package
Title: Heteroskedasticity Diagnostics for Linear Regression Models
Version: 1.0.4
Authors@R: c(person(given = "Thomas", family = "Farrar", 
            email = "tjfarrar@alumni.uwaterloo.ca", role = c("aut", "cre"), 
            comment = c(ORCID = "0000-0003-0744-6972")),
            person(given = "University of the Western Cape", role = "cph"))
Description: Implements numerous methods for detecting heteroskedasticity 
    (sometimes called heteroscedasticity) in the classical linear regression 
    model. These include a test based on Anscombe (1961) 
    <https://projecteuclid.org/euclid.bsmsp/1200512155>, Ramsey's (1969) 
    BAMSET Test <doi:10.1111/j.2517-6161.1969.tb00796.x>, the tests of Bickel 
    (1978) <doi:10.1214/aos/1176344124>, Breusch and Pagan (1979)  
    <doi:10.2307/1911963> with and without the modification 
    proposed by Koenker (1981) <doi:10.1016/0304-4076(81)90062-2>, Carapeto and 
    Holt (2003) <doi:10.1080/0266476022000018475>, Cook and Weisberg (1983) 
    <doi:10.1093/biomet/70.1.1> (including their graphical methods), Diblasi 
    and Bowman (1997) <doi:10.1016/S0167-7152(96)00115-0>, Dufour, Khalaf, 
    Bernard, and Genest (2004) <doi:10.1016/j.jeconom.2003.10.024>, Evans and 
    King (1985) <doi:10.1016/0304-4076(85)90085-5> and Evans and King (1988) 
    <doi:10.1016/0304-4076(88)90006-1>, Glejser (1969) 
    <doi:10.1080/01621459.1969.10500976> as formulated by 
    Mittelhammer, Judge and Miller (2000, ISBN: 0-521-62394-4), Godfrey and 
    Orme (1999) <doi:10.1080/07474939908800438>, Goldfeld and Quandt 
    (1965) <doi:10.1080/01621459.1965.10480811>, Harrison and McCabe (1979) 
    <doi:10.1080/01621459.1979.10482544>, Harvey (1976) <doi:10.2307/1913974>, 
    Honda (1989) <doi:10.1111/j.2517-6161.1989.tb01749.x>, Horn (1981) 
    <doi:10.1080/03610928108828074>, Li and Yao (2019) 
    <doi:10.1016/j.ecosta.2018.01.001> with and without the modification of 
    Bai, Pan, and Yin (2016) <doi:10.1007/s11749-017-0575-x>, Rackauskas and 
    Zuokas (2007) <doi:10.1007/s10986-007-0018-6>, Simonoff and Tsai (1994) 
    <doi:10.2307/2986026> with and without the modification of Ferrari, 
    Cysneiros, and Cribari-Neto (2004) <doi:10.1016/S0378-3758(03)00210-6>, 
    Szroeter (1978) <doi:10.2307/1913831>, Verbyla (1993) 
    <doi:10.1111/j.2517-6161.1993.tb01918.x>, White (1980) 
    <doi:10.2307/1912934>, Wilcox and Keselman (2006) 
    <doi:10.1080/10629360500107923>, Yuce (2008) 
    <https://dergipark.org.tr/en/pub/iuekois/issue/8989/112070>, and Zhou, 
    Song, and Thompson (2015) <doi:10.1002/cjs.11252>. Besides these 
    heteroskedasticity tests, there are supporting functions that compute the 
    BLUS residuals of Theil (1965) <doi:10.1080/01621459.1965.10480851>, the 
    conditional two-sided p-values of Kulinskaya (2008) <arXiv:0810.2124v1>, 
    and probabilities for the nonparametric trend statistic of Lehmann (1975, 
    ISBN: 0-816-24996-1). Homoskedasticity refers to the assumption of 
    constant variance that is imposed on the model errors (disturbances); 
    heteroskedasticity is the violation of this assumption.
RdMacros: Rdpack
Depends: R (>= 3.6.0)
Imports: Rdpack (>= 0.11.1), broom (>= 0.5.6), pracma (>= 2.2.9), gmp
        (>= 0.5.13), Rmpfr (>= 0.8.0), arrangements (>= 1.1.8),
        cubature (>= 2.0.4), quantreg (>= 5.55), CompQuadForm (>=
        1.4.3), MASS (>= 7.3.47), boot (>= 1.3.24), bazar (>= 1.0.11),
        expm (>= 0.999.4), data.table (>= 1.12.8), mvtnorm (>= 1.1.0),
Suggests: knitr, rmarkdown, devtools, lmtest, car, tseries, tibble,
        testthat, mlbench
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
URL: https://github.com/tjfarrar/skedastic
BugReports: https://github.com/tjfarrar/skedastic/issues
NeedsCompilation: no
Packaged: 2022-02-21 14:01:03 UTC; Tom
Author: Thomas Farrar [aut, cre] (<https://orcid.org/0000-0003-0744-6972>),
  University of the Western Cape [cph]
Maintainer: Thomas Farrar <tjfarrar@alumni.uwaterloo.ca>
Repository: CRAN
Date/Publication: 2022-02-22 00:58:40 UTC
Built: R 4.0.5; ; 2022-02-22 12:10:50 UTC; unix
