flipscores
Robust Score Testing in GLMs, by Sign-Flip Contributions
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)
- Version1.2.0
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release08/15/2022
Team
Livio Finos
Livio Finos, Jelle Goeman and Jesse Hemerik, with contribution of Riccardo De Santis.
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- Imports2 packages