eigen_proj_1samp

internal

Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by
Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample mean test are available with
various probabilistic alternative prior models. It contains a function to consistently
estimate higher order moments of the population covariance spectral distribution using
the spectral of the sample covariance matrix (Bai et al. (2010) <doi:10.1111/j.1467-842X.2010.00590.x>).
In addition, it contains a function to sample from 3-variate chi-squared random vectors approximately
with a given correlation matrix when the degrees of freedom are large.

Haoran Li

eigen_proj_1samp: An internal function

Description

Usage

Arguments