HDtest

High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

High dimensional testing procedures on mean, covariance and white noises.

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Description file content

Package
HDtest
Type
Package
Title
High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series
Version
2.1
Date
2018-9-10
Author
Meng Cao, Tong He, Wen Zhou
Maintainer
Wen Zhou
Description
High dimensional testing procedures on mean, covariance and white noises.
Depends
R (>= 3.2.2)
Imports
checkmate (>= 1.6.0), MASS, stats, mvtnorm, foreach, doParallel, expm, fastclime, clime
License
Apache License (== 2.0)
URL
Repository
CRAN
LazyData
TRUE
RoxygenNote
6.1.0
NeedsCompilation
yes
Packaged
2018-09-13 15:30:28 UTC; mengcao
Date/Publication
2018-09-13 17:00:03 UTC

install.packages('HDtest')

2.1

9 days ago

http://www.stat.colostate.edu/~riczw/SW.html

Wen Zhou

Apache License (== 2.0)

Depends on

R (>= 3.2.2)

Imports

checkmate (>= 1.6.0), MASS, stats, mvtnorm, foreach, doParallel, expm, fastclime, clime

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