An implementation of White's Test for Heteroskedasticity as outlined in Doornik (1996).
| Version: | 0.1 |
| Depends: | vars, methods |
| Published: | 2013-02-28 |
| Author: | Sebastian Andersson |
| Maintainer: | Sebastian Andersson <sebastian.andersson at statistik.uu.se> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | het.test results |
| Reference manual: | het.test.pdf |
| Package source: | het.test_0.1.tar.gz |
| Windows binaries: | r-devel: het.test_0.1.zip, r-release: het.test_0.1.zip, r-oldrel: het.test_0.1.zip |
| OS X binaries: | r-release: het.test_0.1.tgz, r-oldrel: het.test_0.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=het.test to link to this page.