Package: ARHT 0.1.0

ARHT: Adaptable Regularized Hotelling's T^2 Test for High-Dimensional Data

Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) <arxiv:1609.08725>. Both one-sample and two-sample mean test are available with various probabilistic alternative prior models. It contains a function to consistently estimate higher order moments of the population covariance spectral distribution using the spectral of the sample covariance matrix (Bai et al. (2010) <doi:10.1111/j.1467-842X.2010.00590.x>). In addition, it contains a function to sample from 3-variate chi-squared random vectors approximately with a given correlation matrix when the degrees of freedom are large.

Authors:Haoran Li [aut, cre]

ARHT_0.1.0.tar.gz
ARHT_0.1.0.zip(r-4.5)ARHT_0.1.0.zip(r-4.4)ARHT_0.1.0.zip(r-4.3)
ARHT_0.1.0.tgz(r-4.4-any)ARHT_0.1.0.tgz(r-4.3-any)
ARHT_0.1.0.tar.gz(r-4.5-noble)ARHT_0.1.0.tar.gz(r-4.4-noble)
ARHT_0.1.0.tgz(r-4.4-emscripten)ARHT_0.1.0.tgz(r-4.3-emscripten)
ARHT.pdf |ARHT.html✨
ARHT/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/haoranli/arht/issues

On CRAN:

3 exports 0.93 score 0 dependencies 1 mentions 4 scripts 205 downloads

Last updated 6 years agofrom:c7e783308a. Checks:OK: 7. Indexed: yes.

Exports:ARHTmoments_PSDr3chisq

Dependencies: