Robust Three-Group Tests for Heteroscedasticity in Linear Regression


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Documentation for package ‘KOTORY’ version 0.1.0

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dfmax Hartley's Maximum F-Ratio Distribution
fmax Hartley's Maximum F-Ratio Distribution
kah.nu.star Effective Degrees of Freedom of the LTS Scale
kah.robust.test Robust KaH Test for Heteroscedasticity (Least Trimmed Squares)
kah3.test KaH-III Test for Heteroscedasticity (Exact Null Distribution)
pfmax Hartley's Maximum F-Ratio Distribution
qfmax Hartley's Maximum F-Ratio Distribution
rfmax Hartley's Maximum F-Ratio Distribution
run.all.het Run the KaH Tests Next to Other Heteroscedasticity Tests