KEPTED: Kernel-Embedding-of-Probability Test for Elliptical Distribution

Provides an implementation of a kernel-embedding of probability test for elliptical distribution. This is an asymptotic test for elliptical distribution under general alternatives, and the location and shape parameters are assumed to be unknown. Some side-products are posted, including the transformation between rectangular and polar coordinates and two product-type kernel functions. See Tang and Li (2024) <doi:10.48550/arXiv.2306.10594> for details.

Version: 0.2.0
Imports: expm, CompQuadForm, cubature, stats
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-04-13
Author: Yin Tang [aut, cre], Bing Li [cph, aut]
Maintainer: Yin Tang <yqt5219 at psu.edu>
BugReports: https://github.com/tyy20/KEPTED/issues
License: BSD_3_clause + file LICENSE
URL: https://github.com/tyy20/KEPTED
NeedsCompilation: no
Materials: README NEWS
CRAN checks: KEPTED results

Documentation:

Reference manual: KEPTED.pdf
Vignettes: KEPTED

Downloads:

Package source: KEPTED_0.2.0.tar.gz
Windows binaries: r-prerel: KEPTED_0.2.0.zip, r-release: KEPTED_0.2.0.zip, r-oldrel: KEPTED_0.2.0.zip
macOS binaries: r-prerel (arm64): KEPTED_0.2.0.tgz, r-release (arm64): KEPTED_0.2.0.tgz, r-oldrel (arm64): KEPTED_0.2.0.tgz, r-prerel (x86_64): KEPTED_0.2.0.tgz, r-release (x86_64): KEPTED_0.2.0.tgz
Old sources: KEPTED archive

Linking:

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