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Description

Model Checking for High-Dimensional GLMs via Random Projections.

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>).
Metadata

Version

0.1.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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    none
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