The package performs high-dimensional data analysis using empirical Edgeworth expansions (EE) for one- and two-sample ordinary and moderated t-statistics, as well as Welch t-test. It performs tail diagnostic based on EE and calculates various components of EE when distribution parameters or their estimates are provided. The package also includes unbiased central moment estimators for one- and two-sample tests up to 6th order.
|Author||Inna Gerlovina [aut, cre], Alan E. Hubbard [aut]|
|Maintainer||Inna Gerlovina <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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