flipscores (version 1.3.2)

Robust Score Testing in GLMs, by Sign-Flip Contributions

Description

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) .

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Version

Install

install.packages('flipscores')

Monthly Downloads

172

Version

1.3.2

License

GPL-2

Maintainer

Livio Finos

Last Published

December 11th, 2024

Functions in flipscores (1.3.2)

flipscores-package

flipscores: Robust Score Testing in GLMs, by Sign-Flip Contributions

compute_scores

flipscores

Robust testing in GLMs, by sign-flipping score contributions

anova.flipscores

make_flips

It creates a n_flipsxn_obs matrix of random +1 and -1. The first row is made by ones (i.e. the observed test statistic is computed)

flipscores-method

Methods for flipscores objects