Package: cmtest 0.1-2

cmtest: Conditional Moments Test

Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.

Authors:Yves Croissant [aut, cre]

cmtest_0.1-2.tar.gz
cmtest_0.1-2.zip(r-4.5)cmtest_0.1-2.zip(r-4.4)cmtest_0.1-2.zip(r-4.3)
cmtest_0.1-2.tgz(r-4.4-any)cmtest_0.1-2.tgz(r-4.3-any)
cmtest_0.1-2.tar.gz(r-4.5-noble)cmtest_0.1-2.tar.gz(r-4.4-noble)
cmtest_0.1-2.tgz(r-4.4-emscripten)cmtest_0.1-2.tgz(r-4.3-emscripten)
cmtest.pdf |cmtest.html
cmtest/json (API)
NEWS

# Install 'cmtest' in R:
install.packages('cmtest', repos = c('https://ycroissant.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 186 downloads 1 exports 2 dependencies

Last updated 3 years agofrom:ea5569b239. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winOKNov 12 2024
R-4.5-linuxOKNov 12 2024
R-4.4-winNOTENov 12 2024
R-4.4-macNOTENov 12 2024
R-4.3-winNOTENov 12 2024
R-4.3-macNOTENov 12 2024

Exports:cmtest

Dependencies:rbibutilsRdpack

cmtest, an R package for conditional moments tests

Rendered fromcmtest.Rmdusingknitr::rmarkdownon Nov 12 2024.

Last update: 2022-01-28
Started: 2021-12-14

Readme and manuals

Help Manual

Help pageTopics
Conditional moments testcmtest cmtest.censReg cmtest.glm cmtest.tobit cmtest.tobit1