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.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: stats
Suggests: testthat
Published: 2018-03-27
Author: Haoran Li [aut, cre]
Maintainer: Haoran Li <hrli at ucdavis.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: ARHT results

Downloads:

Reference manual: ARHT.pdf
Package source: ARHT_0.1.0.tar.gz
Windows binaries: r-devel: ARHT_0.1.0.zip, r-release: ARHT_0.1.0.zip, r-oldrel: ARHT_0.1.0.zip
OS X binaries: r-release: ARHT_0.1.0.tgz, r-oldrel: ARHT_0.1.0.tgz

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