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HDtest (version 2.1)
High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series
Description
High dimensional testing procedures on mean, covariance and white noises.
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Version
Version
2.1
0.1
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Install
install.packages('HDtest')
Monthly Downloads
24
Version
2.1
License
Apache License (== 2.0)
Maintainer
Wen Zhou
Last Published
September 13th, 2018
Functions in HDtest (2.1)
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wntest
Testing for multivariate or high dimensional white noise
equalCovs
LC-test for equality of high dimensional covariances
oneMean
CZZZ-test for one sample mean vector
twoMeans
CZZZ-test for two sample mean vectors
GO26
GO26
GO54
GO54
CLX
CLX-test for two sample means
CQ2
CQ-test for two sample means
testCov
Testing the equality of two sample covariance matrices in high dimension.
testMean
Testing the equality of two sample mean vectors in high dimension.