Implements the Information Matrix test for regression models following Cameron, A. C., & Trivedi, P. K. (1990) <https://cameron.econ.ucdavis.edu/research/imtest_impliedalternatives_ucdwp372.pdf> Decomposes the test into components for heteroscedasticity, skewness, and kurtosis to diagnose specific forms of misspecification. Provides both overall and component-wise statistics for model assessment.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | stats |
| Suggests: | spelling |
| Published: | 2025-10-30 |
| DOI: | 10.32614/CRAN.package.infotest (may not be active yet) |
| Author: | Hasraddin Guliyev [aut, cre] |
| Maintainer: | Hasraddin Guliyev <hasradding at unec.edu.az> |
| BugReports: | https://github.com/guliyevh/infotest/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/guliyevh/infotest |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README |
| CRAN checks: | infotest results |
| Reference manual: | infotest.html , infotest.pdf |
| Package source: | infotest_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): infotest_0.1.0.tgz, r-oldrel (arm64): infotest_0.1.0.tgz, r-release (x86_64): infotest_0.1.0.tgz, r-oldrel (x86_64): infotest_0.1.0.tgz |
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