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 <[email protected]>
LicenseApache License (== 2.0)
Version2.1
URL http://www.stat.colostate.edu/~riczw/SW.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HDtest")

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HDtest documentation built on Sept. 22, 2018, 1:05 a.m.