Implements the Local Manifold Dispersion Test (LMDT) for detecting complex, non-linear, and high-dimensional heteroskedasticity in linear regression models. LMDT measures the spectral smoothness (Dirichlet energy) of robust log-dispersion residuals over a self-tuning k-nearest neighbors graph Laplacian, as formulated in Jabbar (2026). The test statistic is asymptotically distribution-free with respect to error kurtosis and accommodates high-dimensional covariates (p > 50) via Gavish-Donoho optimal hard thresholding and supervised metric learning.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-10-24 |
| DOI: | 10.32614/CRAN.package.LMDT |
| Author: | Ahmed Sattar Jabbar [aut, cre] |
| Maintainer: | Ahmed Sattar Jabbar <ahmed.state.me at gmail.com> |
| BugReports: | https://github.com/amjed-droid/LMDT/issues |
| License: | GPL (≥ 3) |
| URL: | https://amjed-droid.github.io/LMDT/, https://github.com/amjed-droid/LMDT |
| NeedsCompilation: | no |
| Citation: | LMDT citation info |
| Materials: | README, NEWS |
| CRAN checks: | LMDT results |
| Reference manual: | LMDT.html , LMDT.pdf |
| Vignettes: |
Empirical Econometric Applications of the Local Manifold Dispersion Test (LMDT) (source, R code) |
| Package source: | LMDT_0.1.0.tar.gz |
| Windows binaries: | r-devel: LMDT_0.1.0.zip, r-release: LMDT_0.1.0.zip, r-oldrel: LMDT_0.1.0.zip |
| macOS binaries: | r-release (arm64): LMDT_0.1.0.tgz, r-oldrel (arm64): LMDT_0.1.0.tgz, r-release (x86_64): LMDT_0.1.0.tgz, r-oldrel (x86_64): LMDT_0.1.0.tgz |
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