HDtest: 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.

Version: 0.1
Depends: R (≥ 3.2.2)
Imports: checkmate (≥ 1.6.0), MASS, stats, mvtnorm, foreach, doParallel, expm
Published: 2016-12-30
Author: Meng Cao, Tong He, Wen Zhou
Maintainer: Meng Cao <meng.cao at colostate.edu>
License: Apache License (== 2.0)
URL: http://www.stat.colostate.edu/~riczw/SW.html
NeedsCompilation: yes
CRAN checks: HDtest results

Downloads:

Reference manual: HDtest.pdf
Package source: HDtest_0.1.tar.gz
Windows binaries: r-devel: HDtest_0.1.zip, r-release: HDtest_0.1.zip, r-oldrel: HDtest_0.1.zip
OS X binaries: r-release: HDtest_0.1.tgz, r-oldrel: HDtest_0.1.tgz

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