Package: heteroTests 0.12.0

heteroTests: Heteroscedasticity Diagnostics for Linear Models

Provides a unified set of heteroscedasticity diagnostics for linear-model workflows. It implements classical auxiliary-regression tests, including those of White (1980) <doi:10.2307/1912934>, Breusch and Pagan (1979) <doi:10.2307/1911963>, Koenker (1981) <doi:10.1016/0304-4076(81)90062-2>, Goldfeld and Quandt (1965) <doi:10.1080/01621459.1965.10480811> and Harvey (1976) <doi:10.2307/1913974>; the score test of Cook and Weisberg (1983) <doi:10.1093/biomet/70.1.1>; the ARCH test of Engle (1982) <doi:10.2307/1912773>; and group-wise tests of equal variance, including those of Bartlett (1937) <doi:10.1098/rspa.1937.0109>, Brown and Forsythe (1974) <doi:10.1080/01621459.1974.10482955> and Hartley (1950) <doi:10.2307/2332383>. Resampling and scalable variants, simulation utilities, diagnostic visualisation and remediation helpers share a consistent interface designed for reproducible statistical workflows and integration with common modelling tools.

Authors:Diogo Ribeiro [aut, cre]

heteroTests_0.12.0.tar.gz
heteroTests_0.12.0.zip(r-4.7-any)heteroTests_0.12.0.zip(r-4.6-any)heteroTests_0.12.0.zip(r-4.5-any)
heteroTests_0.12.0.tgz(r-4.6-any)heteroTests_0.12.0.tgz(r-4.5-any)
heteroTests_0.12.0.tar.gz(r-4.7-any)heteroTests_0.12.0.tar.gz(r-4.6-any)
heteroTests_0.12.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
heteroTests/json (API)

# Install 'heteroTests' in R:

install.packages('heteroTests', repos = c('https://diogoribeiro7.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/diogoribeiro7/heterotests/issues

Pkgdown/docs site:https://diogoribeiro7.github.io

Datasets:

diagnostic_data - Simulated dataset with collinearity and mild nonlinearity
hetero_data - Simulated dataset with heteroscedastic errors

On CRAN:

6.29 score 69 scripts 407 downloads 129 exports 21 dependencies

Last updated from:d2c02cfb3e. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	265
source / vignettes	OK	247
linux-release	OK	247
macos-release	OK	210
macos-oldrel	OK	218
windows-devel	OK	201
windows-release	OK	198
windows-oldrel	OK	146
wasm-release	OK	139

Exports:analyseDatasetCharacteristics analyzeMLResiduals autoCompareRemediations autoTransform buildDiagnosticDecisionTree cachedTest checkData checkModel checkModelEnhanced clearAnalysisCache clearTestCache compareModelDiagnostics compareTestResults composeDiagnosticNarrative downloadTeachingData fitRobust fitWLS generate_benchmark_report generateDiagnosticReport generateHeteroRecommendations HeteroDiagnostic ht_clear_log_history ht_enable_log_capture ht_log_history ht_set_log_level interpretHeteroTestResults launchDiagnosticDashboard listDiagnostics performArchLMTest performBartlettTest performBoxMTest performBPRandomEffectsTest performBPTest performBPTestRobust performBPTestStreaming performBreuschPaganTest performBrownForsytheTest performCookWeisbergTest performDavidianCarrollTest performFlignerKilleenTest performGlejserTest performGQTest performHarrisonMcCabeTest performHartleyFmaxTest performHarveyTest performHighDimensionalTest performInfluenceDiagnostics performKoenkerTest performKoenkerTestStreaming performLeveneTest performMcLeodLiTest performNCVTest performOBrienTest performParkTest performPesaranTest performQuantileRegressionTest performRankPermutationTest performRESETTest performScatterDiagnostic performSpatialHeteroTest performSpearmanTest performSpreadLevelTest performStudentizedBPTest performSzroeterTest performVarianceFormTest performVIFDiagnostic performWhiteTest performWhiteTestBootstrap performWhiteTestRobust performWhiteTestStreaming performWildBootstrapTest plotBeforeAfter plotBubbleVariance plotDiagnosticSuite plotDiagnosticSuiteEnhanced plotResidualDensity plotResidualQQ plotResidualsFitted plotResidualsFittedEnhanced plotSpreadLevel rbootstrap_test_statistic rcalculateEffectSize recommendRemediationStrategies registerDiagnostic registerPlot restimate_test_power rrunAdvancedDiagnostics run_benchmark_suite runDiagnosticPlots runDiagnostics runHeteroTests runHeteroTestsParallel runMultivariateTests runPanelTests runSurveyHeteroTests runTimeSeriesTests rvalidate_against_reference scale_colour_hetero_diagnostic scale_fill_hetero_diagnostic sigma_exp_decay sigma_exponential sigma_gaussian_peak sigma_group sigma_inverse sigma_linear sigma_logistic sigma_multiplicative sigma_piecewise sigma_piecewise_linear sigma_poly sigma_power sigma_sin sigma_spatial sigma_step sigma_u_shape simulate_arch1 simulate_hetero simulate_power_analysis simulate_type_I_errors std_error std_warning suggestDiagnosticsForProfile suggestRemediation test test_factory TestFactory theme_hetero validateTestInputs warnDiagnosticAssumptions

Dependencies:cli cpp11 curl farver generics ggplot2 glue gtable isoband labeling lifecycle MASS R6 RColorBrewer rlang S7 scales SuppDists vctrs viridisLite withr

Statistical Theory and Implementation Details

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Last update: 2026-10-10
Started: 2025-09-23

heteroTests Walkthrough

1. Fit an initial model | 2. Diagnose heteroscedasticity | 3. Apply a remedy | 4. Compare models | 5. Check the variance function

Rendered fromtutorial.Rmdusingknitr::rmarkdown

Last update: 2026-10-08
Started: 2025-08-13

Real-world Case Studies

Case study 1: Seismic station counts | Case study 2: Income volatility in simulated survey data | Case study 3: Engineering reliability assessment | Summary

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Last update: 2026-09-03
Started: 2025-09-23

Using heteroTests

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Last update: 2026-09-03
Started: 2025-08-13

Complete Bibliography and References

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Last update: 2026-08-31
Started: 2025-08-20

Comprehensive Guide to Heteroscedasticity Testing

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Last update: 2026-08-31
Started: 2025-08-13

Performance Comparison Guide

Simulation design | Type I error control | Power against structured alternatives | Practical guidance

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Last update: 2026-08-31
Started: 2025-09-23

Troubleshooting Common Issues

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Last update: 2025-08-13
Started: 2025-08-13

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Diagnostics registry	.diagnostic_registry
Additional heteroscedasticity tests	additional_tests
Machine-learning residual analysis	analyzeMLResiduals
Automatically compare remedial models	autoCompareRemediations
Autoplot heteroscedasticity diagnostics	autoplot.hetero_grouped_suite autoplot.hetero_test_suite
Automatic transformation helper	autoTransform
Bootstrap utilities for heteroscedasticity diagnostics	bootstrap_methods
Cache results of a heteroscedasticity test	cachedTest
Validate data argument	checkData
Validate model argument	checkModel
Enhanced model diagnostics	checkModelEnhanced
Clear cached diagnostic run results	clearAnalysisCache
Clear cached test results	clearTestCache
Compare diagnostics across models	compareModelDiagnostics
Summarise heteroscedasticity test results	compareTestResults
Simulated dataset with collinearity and mild nonlinearity	diagnostic_data
Download example teaching dataset	downloadTeachingData
Robust regression wrapper	fitRobust
Weighted Least Squares wrapper	fitWLS
Automated diagnostic report generation	generateDiagnosticReport
Intelligent recommendations for heteroscedasticity diagnostics	analyseDatasetCharacteristics buildDiagnosticDecisionTree composeDiagnosticNarrative generateHeteroRecommendations interpretHeteroTestResults print.hetero_recommendation_report recommendRemediationStrategies suggestDiagnosticsForProfile warnDiagnosticAssumptions
Simulated dataset with heteroscedastic errors	hetero_data
S3 containers for heteroscedasticity diagnostics	hetero_grouped_suite hetero_test_suite
Create a diagnostic object	HeteroDiagnostic
Control logging for heteroTests diagnostics	ht_clear_log_history ht_enable_log_capture ht_log_history ht_set_log_level
Interactive diagnostic dashboard	launchDiagnosticDashboard
List the registered diagnostics	listDiagnostics
Modern heteroscedasticity diagnostics	modern_diagnostics
Perform Engle's ARCH LM test	performArchLMTest
Perform Bartlett's test for equality of variances	performBartlettTest
Box's M Test for Equality of Covariance Matrices	performBoxMTest
Breusch-Pagan LM test for random effects	performBPRandomEffectsTest
Perform Breusch-Pagan test for heteroscedasticity	performBPTest performBreuschPaganTest
Robust Breusch–Pagan test with bootstrap and effect sizes	performBPTestRobust
Streaming Breusch\–Pagan test for large datasets	performBPTestStreaming
Perform Brown-Forsythe test for equality of variances	performBrownForsytheTest
Perform Cook-Weisberg test for heteroscedasticity	performCookWeisbergTest
Perform Davidian-Carroll test	performDavidianCarrollTest
Perform Fligner-Killeen test for homogeneity of variances	performFlignerKilleenTest
Perform Glejser test for heteroscedasticity	performGlejserTest
Perform Goldfeld-Quandt test for heteroscedasticity	performGQTest
Harrison-McCabe test for heteroscedasticity	performHarrisonMcCabeTest
Perform Hartley's Fmax test	performHartleyFmaxTest
Perform Harvey test for multiplicative heteroscedasticity	performHarveyTest
High-dimensional projection heteroscedasticity test	performHighDimensionalTest
Identify influential observations	performInfluenceDiagnostics
Perform Koenker studentized Breusch-Pagan test	performKoenkerTest
Streaming Koenker studentized Breusch\–Pagan test	performKoenkerTestStreaming
Perform Levene's test for equality of variances	performLeveneTest
Perform McLeod-Li test	performMcLeodLiTest
Perform the non-constant variance (NCV) score test	performNCVTest
Perform O'Brien test for equality of variances	performOBrienTest
Perform Park test for heteroscedasticity	performParkTest
Perform Pesaran CD test	performPesaranTest
Quantile regression heteroscedasticity test	performQuantileRegressionTest
Rank-based permutation heteroscedasticity test	performRankPermutationTest
Ramsey's RESET test for nonlinearity	performRESETTest
Scatter-plot diagnostics for heteroscedasticity	performScatterDiagnostic
Spatial heteroscedasticity test	performSpatialHeteroTest
Perform Spearman rank correlation test	performSpearmanTest
Perform Spread-Level test	performSpreadLevelTest
Studentized Breusch–Pagan test	performStudentizedBPTest
Szroeter test for ordered alternatives	performSzroeterTest
Test the functional form of the error variance	performVarianceFormTest
Variance inflation factors	performVIFDiagnostic
Perform White's test for heteroscedasticity	performWhiteTest
Bootstrap White test	performWhiteTestBootstrap
Robust White test with bootstrap and effect sizes	performWhiteTestRobust
Memory-efficient White test for large datasets	performWhiteTestStreaming
Wild bootstrap heteroscedasticity test	performWildBootstrapTest
Plot diagnostics	plot.HeteroDiagnostic
Plot method for power analysis results	plot.power_analysis
Compare residuals before and after remediation	plotBeforeAfter
Bubble plot of residual variance by covariate	plotBubbleVariance
Generate a suite of diagnostic plots	plotDiagnosticSuite
Enhanced diagnostic plot suite	plotDiagnosticSuiteEnhanced
Density plot of residuals	plotResidualDensity
QQ plot of residuals	plotResidualQQ
Plot residuals vs fitted values	plotResidualsFitted
Enhanced residuals vs fitted plot	plotResidualsFittedEnhanced
Spread-Level plot for variance diagnostics	plotSpreadLevel
Print method for enhanced White test results	print.htest_enhanced
Bootstrap a test statistic	rbootstrap_test_statistic
Effect size calculations for heteroscedasticity diagnostics	rcalculateEffectSize
Register a custom diagnostic	registerDiagnostic
Register a diagnostic plot	registerPlot
Estimate test power from observed effect size	restimate_test_power
Robust heteroscedasticity diagnostics	robust_implementations
Run enhanced heteroscedasticity diagnostics	rrunAdvancedDiagnostics
Benchmark 'heteroTests' against reference implementations	generate_benchmark_report run_benchmark_suite
Run registered diagnostic plots	runDiagnosticPlots
Run a suite of model diagnostics	runDiagnostics
Run multiple heteroscedasticity diagnostics	runHeteroTests
Parallel test execution helper	runHeteroTestsParallel
Run multivariate heteroscedasticity tests	runMultivariateTests
Run panel-data heteroscedasticity tests	runPanelTests
Run heteroscedasticity diagnostics on the data of a survey design	runSurveyHeteroTests
Run time-series heteroscedasticity tests	runTimeSeriesTests
Validate diagnostics against reference implementations	rvalidate_against_reference
Colour scale for heteroscedasticity diagnostics	scale_colour_hetero_diagnostic scale_fill_hetero_diagnostic
Simulate heteroscedastic data	sigma_exponential sigma_exp_decay sigma_gaussian_peak sigma_group sigma_inverse sigma_linear sigma_logistic sigma_multiplicative sigma_piecewise sigma_piecewise_linear sigma_poly sigma_power sigma_sin sigma_spatial sigma_step sigma_u_shape simulate_arch1 simulate_hetero
Advanced simulation framework for test validation	simulate_power_analysis simulate_type_I_errors simulation_framework
Generate standardized error message	std_error
Generate standardized warning message	std_warning
Suggest remediation actions for heteroscedasticity	print.remediation_suggestions suggestRemediation
Summarize diagnostics	summary.HeteroDiagnostic
Shared instance of the test factory	test_factory
Run diagnostic tests	test test.HeteroDiagnostic
Heteroscedasticity Test Factory	TestFactory
Heteroscedasticity diagnostic theme	theme_hetero
broom methods for heteroscedasticity diagnostics	augment.hetero_test augment.hetero_test_suite glance.hetero_test glance.hetero_test_suite tidy.hetero_grouped_suite tidy.hetero_test tidy.hetero_test_suite
Validate model and data inputs before running diagnostics	validateTestInputs