CRAN/E | HDtest

HDtest

High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

Installation

About

High dimensional testing procedures on mean, covariance and white noises.

www.stat.colostate.edu/~riczw/SW.html

Key Metrics

Version 2.1
R ≥ 3.2.2
Published 2018-09-13 2061 days ago
Needs compilation? yes
License Apache License (== 2.0)
CRAN checks HDtest results

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Maintainer

Maintainer

Wen Zhou

riczw@stat.colostate.edu

Authors

Meng Cao
Tong He
Wen Zhou

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

HDtest archive

Depends

R ≥ 3.2.2

Imports

checkmate ≥ 1.6.0
MASS
stats
mvtnorm
foreach
doParallel
expm
fastclime
clime