Name | Description | Type | Package | Framework |
BreuschPagan | The Breusch-Pagan test tests for conditional heteroskedasticity. | Class | com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity | SuanShu |
Glejser | The Glejser test tests for conditional heteroskedasticity. | Class | com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity | SuanShu |
HarveyGodfrey | The Harvey-Godfrey test tests for conditional heteroskedasticity. | Class | com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity | SuanShu |
Heteroskedasticity | A heteroskedasticity test tests, for a linear regression model, whether the estimated variance of the residuals from a regression is dependent on the values of the independent variables (regressors). | Class | com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity | SuanShu |
White | The White test tests for conditional heteroskedasticity. | Class | com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity | SuanShu |