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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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

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