R-CMD-check

added missing lmtest package that is used in the vignette #120

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Run time

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Job	Run time
macOS-latest (release)	10m 40s
windows-latest (release)	22m 2s
ubuntu-latest (devel)	20m 24s
ubuntu-latest (release)	19m 12s
ubuntu-latest (oldrel-1)	20m 4s
	1h 32m 22s