Man pages for HDtest
High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

aeSQuantile of the absolute values of Gaussian vectors with long...
autocovmLag-k autocovariance matrix for multivariate time series
CLXCLX-test for two sample means
CQ2CQ-test for two sample means
equalCovsLC-test for equality of high dimensional covariances
oneMeanCZZZ-test for one sample mean vector
opbwOptimal bandwidth to estimate long-run covariance
testCovTesting the equality of two sample covariance matrices in...
testMeanTesting the equality of two sample mean vectors in high...
twoMeansCZZZ-test for two sample mean vectors
HDtest documentation built on May 30, 2017, 3:39 a.m.