HaoranLi/ARHT: Adaptable Regularized Hotelling's T^2 Test for High-Dimensional Data
Version 0.1.0

Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) . Both one-sample and two-sample mean test are available with various probabilistic alternative prior models. It contains a function to consistently estimate higher order moments of the population covariance spectral distribution using the spectral of the sample covariance matrix (Bai et al. (2010) ). In addition, it contains a function to sample from 3-variate chi-squared random vectors approximately with a given correlation matrix when the degrees of freedom are large.

Getting started

Package details

LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
HaoranLi/ARHT documentation built on April 11, 2018, 1:22 a.m.