Model Checking for High-Dimensional GLMs via Random Projections
Description
Provides methods for testing the goodness-of-fit
of generalized linear models (GLMs) using random projections. It is
specifically designed for high-dimensional scenarios where the number
of predictors substantially exceeds the sample size. The statistical
methodologies implemented in this package are detailed in the paper by
Wen Chen and Falong Tan (2024, ).