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: |
2.1 |
| Depends: |
R (≥ 3.2.2) |
| Imports: |
checkmate (≥ 1.6.0), MASS, stats, mvtnorm, foreach, doParallel, expm, fastclime, clime |
| Published: |
2018-09-13 |
| Author: |
Meng Cao, Tong He, Wen Zhou |
| Maintainer: |
Wen Zhou <riczw at stat.colostate.edu> |
| License: |
Apache License (== 2.0) |
| URL: |
http://www.stat.colostate.edu/~riczw/SW.html |
| NeedsCompilation: |
yes |
| CRAN checks: |
HDtest results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=HDtest
to link to this page.