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HDtest: 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.
Getting started
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Package details |
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| Author | Meng Cao, Tong He, Wen Zhou |
| Maintainer | Wen Zhou <riczw@stat.colostate.edu> |
| License | Apache License (== 2.0) |
| Version | 2.1 |
| URL | http://www.stat.colostate.edu/~riczw/SW.html |
| Package repository | View on CRAN |
| Installation |
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