[R-pkgs] skedastic: Heteroskedasticity Diagnostics for Linear Regression Models

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[R-pkgs] skedastic: Heteroskedasticity Diagnostics for Linear Regression Models

Thomas Farrar-2
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


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