flipscores

Robust Score Testing in GLMs, by Sign-Flip Contributions

CRAN Package

Provides robust tests for testing in GLMs, by sign-flipping score contributions. The tests are robust against overdispersion, heteroscedasticity and, in some cases, ignored nuisance variables. See Hemerik, Goeman and Finos (2020) doi:10.1111/rssb.12369.

  • Version1.3.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release11/22/2024

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  • Imports1 package