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

Package details

AuthorMeng Cao, Tong He, Wen Zhou
MaintainerWen Zhou <riczw@stat.colostate.edu>
LicenseApache License (== 2.0)
URL http://www.stat.colostate.edu/~riczw/SW.html
Package repositoryView on CRAN
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HDtest documentation built on May 2, 2019, 11:53 a.m.