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SHT (version 0.1.9)

Statistical Hypothesis Testing Toolbox

Description

We provide a collection of statistical hypothesis testing procedures ranging from classical to modern methods for non-trivial settings such as high-dimensional scenario. For the general treatment of statistical hypothesis testing, see the book by Lehmann and Romano (2005) .

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Install

install.packages('SHT')

Monthly Downloads

281

Version

0.1.9

License

MIT + file LICENSE

Maintainer

Kisung You

Last Published

February 27th, 2025

Functions in SHT (0.1.9)

Two-sample Test for Multivariate Means by Lopes, Jacob, and Wainwright (2011)

Two-sample Test for Multivariate Means by Krishnamoorthy and Yu (2004)

Two-sample Test for High-Dimensional Means by Cai, Liu, and Xia (2014)

meank.2007Schott

Test for Equality of Means by Schott (2007)

Two-sample Student's t-test for Univariate Means

Univariate Test of Normality by Shapiro and Wilk (1965)

Univariate Test of Normality by Shapiro and Francia (1972)

Test for Equality of Means by Zhang and Xu (2009)

Test for Equality of Means by Cao, Park, and He (2019)

One-sample Simultaneous Test of Mean and Variance by Arnold and Shavelle (1998)

Analysis of Variance for Equality of Means

Two-sample Test for High-Dimensional Means by Srivastava and Du (2008)

Two-sample Simultaneous Test of Mean and Variance by Pearson and Neyman (1930)

Adjusted Jarque-Bera Test of Univariate Normality by Urzua (1996)

One-sample Simultaneous Likelihood Ratio Test of Mean and Variance

One-sample Simultaneous Likelihood Ratio Test of Mean and Covariance

mvar2.1982Muirhead

Two-sample Simultaneous Test of Mean and Variance by Muirhead Approximation (1982)

One-sample Test for Mean Vector by Bai and Saranadasa (1996)

Two-sample Simultaneous Test of Mean and Variance by Perng and Littell (1976)

Univariate Test of Normality by Jarque and Bera (1980)

mean2.2014Thulin

Two-sample Test for Multivariate Means by Thulin (2014)

Two-sample Mean Test with Maximum Pairwise Bayes Factor

Apply k-sample tests for two univariate samples

Multivariate Test of Uniformity based on Normal Quantiles by Yang and Modarres (2017)

Two-sample Simultaneous Test of Means and Covariances by Hyodo and Nishiyama (2018)

Two-sample Simultaneous Test of Mean and Variance by Zhang, Xu, and Chen (2012)

Two-sample Simultaneous Likelihood Ratio Test of Mean and Variance

Apply k-sample tests for two multivariate samples

One-Sample Chi-Square Test for Variance

Robust Jarque-Bera Test of Univariate Normality by Gel and Gastwirth (2008)

simplex.uniform

Probability Simplex : Tests of Uniformity

Multivariate Test of Uniformity based on Interpoint Distances by Yang and Modarres (2017)

vark.1960Levene

Levene's Test for Homogeneity of Variance

Brown-Forsythe Test for Homogeneity of Variance

vark.1937Bartlett

Bartlett's Test for Homogeneity of Variance

Two-Sample F-Test for Variance

One-sample Simultaneous Test of Mean and Covariance by Liu et al. (2017)

cov1.2012Fisher

One-sample Test for Covariance Matrix by Fisher (2012)

mean1.1931Hotelling

One-sample Hotelling's T-squared Test for Multivariate Mean

covk.2001Schott

Test for Homogeneity of Covariances by Schott (2001)

Two-sample Test for High-Dimensional Covariances by Li and Chen (2012)

Two-sample Test for Covariance Matrices by Wu and Li (2015)

One-sample Test for Covariance Matrix by Wu and Li (2015)

covk.2007Schott

Test for Homogeneity of Covariances by Schott (2007)

Test for Equality of Two Distributions by Biswas and Ghosh (2014)

Two-sample Test for Covariance Matrices by Cai, Liu, and Xia (2013)

Two-sample Covariance Test with Maximum Pairwise Bayes Factor

Two-sample Test for Multivariate Means by Nel and Van der Merwe (1986)

mean2.1958Dempster

Two-sample Test for High-Dimensional Means by Dempster (1958, 1960)

One-sample Test for Mean Vector by Srivastava and Du (2008)

mean1.1958Dempster

One-sample Test for Mean Vector by Dempster (1958, 1960)

mean2.1931Hotelling

Two-sample Hotelling's T-squared Test for Multivariate Means

Two-sample Test for Multivariate Means by Yao (1965)

mean2.1980Johansen

Two-sample Test for Multivariate Means by Johansen (1980)

Two-sample Test for High-Dimensional Means by Bai and Saranadasa (1996)

One-sample Student's t-test for Univariate Mean