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.


Reference manual

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2.1 by Wen Zhou, 3 years ago


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