'lmtest' is an R package of tests on the standard assumptions of linear
models by Achim Zeileis and Torsten Hothorn.
An earlier version was written by Torsten Hothorn and Frederik von Ameln.
It implements a couple of tests from the book "The linear regression model under
test" by Kraemer and Sonnberger (1986). The structural change tests described in
that book can be found (among others) in the package 'strucchange'. We tried
to reproduce the examples given in the book, but that was not always possible
or differes more or less seriously. However, many results can be (almost)
reproduced, see the examples for the data sets for details.
`lmtest' is free software; you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free
Software Foundation; either version 2, or (at your option) any later
version.
`lmtest' is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
A copy of the GNU General Public License is available on the World Wide
Web at http://www.gnu.org/copyleft/gpl.html. You can also obtain it by
writing to the Free Software Foundation, Inc., 675 Mass Ave, Cambridge,
MA 02139, USA.
Please send comments, errors etc. to the authors.