Add Brush Pegan test

[ShouvikGhosh2048]

No description provided.

[ShouvikGhosh2048]

@sourish-cmi
I've added BPTest, but I haven't added any getters from HypothesisTests, like pvalue, so those won't work without importing HypothesisTests.

Do we need to add any getters? If so, which?

[sourish-cmi]

@sourish-cmi I've added BPTest, but I haven't added any getters from HypothesisTests, like pvalue, so those won't work without importing HypothesisTests.

Do we need to add any getters? If so, which?

@ShouvikGhosh2048 I think if you add pvalue and confint would be good enough.

[sourish-cmi]

Add functional testing.

julia> pvalue(BP_tst) = 0.46203539153321815

[ShouvikGhosh2048]

@sourish-cmi I've added the getters.
Could you try using confint with the bptest?

[sourish-cmi]

Could you try using confint with the bptest?

Okay I got the error with confint

Then I looked into source code of HypothesisTests.jl - here:

It looks like they have created a place holder for confint - but it is not implemented.

I will ask them but for now lets drop the idea of confint. Lets just implement the pvalue.

[sourish-cmi]

All looks good. Did you add a functional test. We will need one when we will do a release for version 0.1.1

[ShouvikGhosh2048]

@sourish-cmi
The residuals function doesn't work for logistic regression models. Is this test only for Linear Regression models?

[sourish-cmi]

@sourish-cmi The residuals function doesn't work for logistic regression models. Is this test only for Linear Regression models?

@ShouvikGhosh2048 - yes you are correct. This is only for the Linear Regression model. In my PhD thesis, I wrote a function about extracting residual for Logistic Regression and others. We can make them available. It is not very difficult. It is just a few lines of code.

Anyway, for now, I think if we can add document and functional testing and we can close this PR

[ShouvikGhosh2048]

I've added the docs and tests.