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. | |
| No Results! | ||
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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 |
| 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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