cmtest, an R package for conditional moments tests
The score (or Lagrange multiplier) test | $$\frac{\partial \ln L}{\partial \theta}(\theta) =\left(\begin{array}{c}\frac{\partial \ln L}{\partial \beta}\\frac{\partial \ln L}{\partial \sigma}\\frac{\partial \ln L}{\partial \lambda}\\end{array}\right) | $$\frac{\partial \ln L}{\partial \theta}(\hat{\theta}_i) | $$\frac{\partial \ln L}{\partial \theta}(\hat{\theta}_o) | The conditional moment test | References