astamm/fdahotelling: Inference for Functional Data Analysis in R

Inference for Functional Data Analysis in R. This package provides a C++ implementation of Hotelling's T^2 statistic generalized for functional data featuring fast pseudoinverse computation using the RcppArmadillo package. Other state-of-the-art statistics suitable to functional data are provided as well and can often be seen as simplified versions of Hotelling's statistic. The package fdahotelling also provides means for making inference on the mean of a population of vectors of any dimension or curves (or on the mean difference between two populations of vectors of any dimension or curves) in both parametric fashion (relying on the normality assumption or large sample approximation) and non-parametric fashion (relying on permutation principles).

install.packages("remotes")
remotes::install_github("astamm/fdahotelling")