Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) <arXiv:1609.08725>. Both onesample and twosample 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) <doi:10.1111/j.1467842X.2010.00590.x>). In addition, it contains a function to sample from 3variate chisquared random vectors approximately with a given correlation matrix when the degrees of freedom are large.
Package details 


Maintainer  
License  GPL (>= 2) 
Version  0.1.0 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.