NEWS

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KOTORY 0.1.0 (2026-10-08)

• First release.
• kah3.test(): the three-group least squares test with its exact null distribution (Hartley's maximum F-ratio, three groups).
• kah.robust.test(): the least trimmed squares version, with an effective-degrees-of-freedom F-max reference, a Monte Carlo reference and a residual bootstrap.
• run.all.het(): the KaH tests next to Goldfeld-Quandt, Breusch-Pagan (Koenker), White, the robust modified Goldfeld-Quandt test and, optionally, three tests from 'skedastic'.
• pfmax(), dfmax(), qfmax(), rfmax(): Hartley's maximum F-ratio distribution.