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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

Install

install.packages('HDtest')

Monthly Downloads

22

Version

2.1

License

Apache License (== 2.0)

Maintainer

Wen Zhou

Last Published

September 13th, 2018

Functions in HDtest (2.1)

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.