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Merge pull request #10 from ericqu/fix-nullhypo
Fix nullhypo
2 parents a16c25d + 4829686 commit 320997c

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Project.toml

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name = "LinearRegressionKit"
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uuid = "e91d531d-6e51-44a8-96b7-a10d5d51daa3"
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authors = ["Eric Quere <13007637+ericqu@users.noreply.github.com>"]
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version = "0.7.5"
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version = "0.7.6"
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[deps]
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DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

README.md

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@@ -254,3 +254,4 @@ Finally if you would like more examples I encourage you to go to the documentati
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## Notable changes since version 0.74
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- The Sweep operator algorithm has been modified to work with column major. This should gives a performance boost.
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- The ```sweep_linreg``` function is now exported if one would like to do the linear regression with alreadz prepared design matrix. Although this gives back only the coefficients from the regression.
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- fix the White and Breusch-Pagan test description.

src/utilities.jl

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@@ -349,7 +349,7 @@ function present_breusch_pagan_test(X, residuals, α)
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bpt = HypothesisTests.BreuschPaganTest(X, residuals)
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pval = pvalue(bpt)
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alpha_value= round((1 - α)*100, digits=3)
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topresent = string("Breush-Pagan Test (heteroskedasticity of residuals):\n T*R² statistic: $(round(bpt.lm, sigdigits=6)) degrees of freedom: $(round(bpt.dof, digits=6)) p-value: $(round(pval, digits=6))\n")
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topresent = string("Breush-Pagan Test (homoskedasticity of residuals):\n T*R² statistic: $(round(bpt.lm, sigdigits=6)) degrees of freedom: $(round(bpt.dof, digits=6)) p-value: $(round(pval, digits=6))\n")
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if pval > α
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topresent *= " with $(alpha_value)% confidence: fail to reject null hyposthesis.\n"
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else
@@ -362,7 +362,7 @@ function present_white_test(X, residuals, α)
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bpt = HypothesisTests.WhiteTest(X, residuals)
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pval = pvalue(bpt)
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alpha_value= round((1 - α)*100, digits=3)
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topresent = string("White Test (heteroskedasticity of residuals):\n T*R² statistic: $(round(bpt.lm, sigdigits=6)) degrees of freedom: $(round(bpt.dof, digits=6)) p-value: $(round(pval, digits=6))\n")
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topresent = string("White Test (homoskedasticity of residuals):\n T*R² statistic: $(round(bpt.lm, sigdigits=6)) degrees of freedom: $(round(bpt.dof, digits=6)) p-value: $(round(pval, digits=6))\n")
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if pval > α
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topresent *= " with $(alpha_value)% confidence: fail to reject null hyposthesis.\n"
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else

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