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

Documentation for package ‘HDtest’ version 0.1

aeS	Quantile of the absolute values of Gaussian vectors with long run covariance
autocovm	Lag-k autocovariance matrix for multivariate time series
CLX	CLX-test for two sample means
CQ2	CQ-test for two sample means
equalCovs	LC-test for equality of high dimensional covariances
GO26	GO26
GO54	GO54
oneMean	CZZZ-test for one sample mean vector
opbw	Optimal bandwidth to estimate long-run covariance
segment	segment
testCov	Testing the equality of two sample covariance matrices in high dimension.
testMean	Testing the equality of two sample mean vectors in high dimension.
twoMeans	CZZZ-test for two sample mean vectors
wntest	Test_our_new