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.

Getting started

Package details

AuthorHaoran Li [aut, cre]
MaintainerHaoran Li <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ARHT package in your browser

Any scripts or data that you put into this service are public.

ARHT documentation built on May 2, 2019, 2:45 a.m.