Description
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, <doi:10.48550/arXiv.2412.10721>).