rickzhouwen/HDtest: High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series
High dimensional testing procedures on mean, covariance and white noises.
Getting started
Browse package contents
Package details |
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| Author | Meng Cao, Tong He, Wen Zhou |
| Maintainer | Meng Cao <meng.cao@colostate.edu> |
| License | Apache License (== 2.0) |
| Version | 0.1 |
| URL | http://www.stat.colostate.edu/~riczw/SW.html |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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