# HDtest v2.1

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## 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.

## Functions in HDtest

Name | Description | |

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. | |

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## Last month downloads

## Details

Type | Package |

Date | 2018-9-10 |

License | Apache License (== 2.0) |

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

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 |

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

depends | R (>= 3.2.2) |

Contributors | Wen Zhou, Meng Cao, Tong He |

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