HDtest: High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series
Version 2.1

High dimensional testing procedures on mean, covariance and white noises.

Getting started

Package details

AuthorMeng Cao, Tong He, Wen Zhou
Date of publication2018-09-13 17:00:03 UTC
MaintainerWen Zhou <[email protected]>
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 Sept. 22, 2018, 1:05 a.m.