https://github.com/cran/lmtest
Tip revision: 4a8e1024cec4a5e5c010dd2f36ce5ec60be02334 authored by Torsten Hothorn on 08 August 1977, 00:00:00 UTC
version 0.2-2
version 0.2-2
Tip revision: 4a8e102
bptest.R
bptest <- function(formula, data=list())
{
mod <- lm(formula, data=data);
X <- model.matrix(formula, data=data);
Z <- X;
n <- length(X[,1]);
k <- length(X[1,]);
resi <- resid(mod);
s2 <- (t(resi)%*%resi)/(n-k);
T <- c(1:n)
f <- c(resi[T]^2/s2 -1);
bp <- 1/2*t(f)%*%Z%*%solve(t(Z)%*%Z)%*%t(Z)%*%f;
names(bp) <- "BP";
freiheit <- c(k);
names(freiheit) <- "df";
RVAL <- list(statistic = bp,
parameter = freiheit,
method = "Breusch-Pagan-Test",
p.value= 1-pchisq(bp,k),
data.name="form1");
class(RVAL) <- "htest";
return(RVAL);
};