madlib/madlib — pull request #220 by srikris (2012-08-28 06:33:22+00:00)
Title: Enhancements to Linear Regression

Two new modules added to Linear regression:

1) Robust variance estimates (and supporting statistics) through the Huber-White estimator

2) Studentized 'Breusch-Pagan' test for heteroskedasciticy.