Heteroskedasticity Diagnostics for Linear Regression Models

Documentation for package ‘skedastic’ version 0.1.0

bamset	Ramsey's BAMSET Test for Heteroskedasticity in a Linear Regression Model
blus	Compute Best Linear Unbiased Scalar-Covariance (BLUS) residuals from a linear model
breusch_pagan	Breusch-Pagan Test for Heteroskedasticity in a Linear Regression Model
cook_weisberg	Cook-Weisberg Score Test for Heteroskedasticity in a Linear Regression Model
countpeaks	Count peaks in a data series
dpeak	Probability mass function of number of peaks in a random series
dpeakdat	Probability distribution for number of peaks in a continuous, uncorrelated stochastic series
glejser	Glejser Test for Heteroskedasticity in a Linear Regression Model
goldfeld_quandt	Goldfeld-Quandt Tests for Heteroskedasticity in a Linear Regression Model
harvey	Harvey Test for Heteroskedasticity in a Linear Regression Model
hetplot	Graphical Methods for Detecting Heteroskedasticity in a Linear Regression Model
li_yao	Li-Yao ALRT and CVT Tests for Heteroskedasticity in a Linear Regression Model
ppeak	Cumulative distribution function of number of peaks in a random series
white_lm	White's Test for Heteroskedasticity in a Linear Regression Model