Integrate Brush-Pegan test for checking heteroskedasticity

[sourish-cmi]

Brush-Pegan test for checking heteroskedasticity
Integrate Brush-Pegan test (aka. WhiteTest) from HypothesisTest package

Describe the solution you'd like
Possible code would look like:

container = fit(@formula(y~X1+X2),DataFrame,LinearRegression())
BPTest(container)

[sourish-cmi]

Here is the code for the Brush-Pegan test for checking heteroskedasticity

using HypothesisTests
function BPTest(container:: FrequentistRegression, data::DataFrame) 
       fm_frame = ModelFrame(container.formula, data);
       X=modelmatrix(fm_frame)
       e = residuals(container)
       BP_Test1 = WhiteTest(X,e);
       return(BP_Test1);
end

@ShouvikGhosh2048 can you please add this function in the getter and add a PR? I am adding the test below:

julia> using CRRao, RDatasets, StatsModels
julia> df = dataset("datasets", "mtcars")
julia> model = fit(@formula(MPG ~ HP + WT+Gear), df, LinearRegression());
julia> BP_tst = BPTest(model,df)
White's (or Breusch-Pagan's) test for heteroskedasticity
--------------------------------------------------------
Population details:
    parameter of interest:   T*R2
    value under h_0:         0
    point estimate:          8.73554

Test summary:
    outcome with 95% confidence: fail to reject h_0
    one-sided p-value:           0.4620

Details:
    T*R^2 statistic:        8.73554
    degrees of freedom:     9
    type:                   White

julia> pvalue(BP_tst)
0.46203539153321815

[sourish-cmi]

I cross-checked the result with R - the result is different. I raised this issue with HypothesisTests.jl

Let's go ahead and integrate it in any way.