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.


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install.packages("HDtest")

2.1 by Wen Zhou, 5 months ago


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


Browse source code at https://github.com/cran/HDtest


Authors: Meng Cao , Tong He , Wen Zhou


Documentation:   PDF Manual  


Apache License (== 2.0) license


Imports checkmate, MASS, stats, mvtnorm, foreach, doParallel, expm, fastclime, clime


See at CRAN