Package: skedastic
Type: Package
Title: Heteroskedasticity Diagnostics for Linear Regression Models
Version: 0.1.0
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 the parametric and nonparametric tests of 
    Goldfeld and Quandt (1965) <doi:10.1080/01621459.1965.10480811>, the test 
    of Glejser (1969) <doi:10.1080/01621459.1969.10500976> as formulated by 
    Mittelhammer, Judge and Miller (2000, ISBN: 0-521-62394-4), the BAMSET 
    Test of Ramsey (1969) <doi:10.1111/j.2517-6161.1969.tb00796.x>, which uses 
    the BLUS residuals derived by Theil (1965) 
    <doi:10.1080/01621459.1965.10480851>, the test of Harvey (1976) 
    <doi:10.2307/1913974>, the test of 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>, the test of 
    White (1980) <doi:10.2307/1912934>, the test and graphical Cook and Weisberg 
    (1983) <doi:10.1093/biomet/70.1.1>, and the test of Li and Yao (2019) 
    <doi:10.1016/j.ecosta.2018.01.001>. 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 (>= 3.5.0)
Imports: stats (>= 3.5.0), utils (>= 3.5.0), Rdpack (>= 0.11.0), tibble
        (>= 2.1.3), broom (>= 0.5.3), magrittr (>= 1.5.0), pracma (>=
        2.2.5), gmp (>= 0.5.13), Rmpfr (>= 0.7.2), matrixcalc (>=
        1.0.3), lubridate (>= 1.7.4), lmtest (>= 0.9.37), car (>=
        3.0.5), het.test (>= 0.1), tseries (>= 0.10.47)
Suggests:
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.0.2
URL: http://github.com/tjfarrar/skedastic
BugReports: http://github.com/tjfarrar/skedastic/issues
NeedsCompilation: no
Packaged: 2020-01-08 14:04:34 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: 2020-01-10 17:40:06 UTC
