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Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) <doi:10.48550/arXiv.1609.08725>. 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) <doi:10.1111/j.1467-842X.2010.00590.x>). 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.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | stats |
| Suggests: | testthat |
| Published: | 2018-03-27 |
| Author: | Haoran Li [aut, cre] |
| Maintainer: | Haoran Li <hrli at ucdavis.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | ARHT results |
| Reference manual: | ARHT.pdf |
| Package source: | ARHT_0.1.0.tar.gz |
| Windows binaries: | r-devel: ARHT_0.1.0.zip, r-release: ARHT_0.1.0.zip, r-oldrel: ARHT_0.1.0.zip |
| macOS binaries: | r-release (arm64): ARHT_0.1.0.tgz, r-oldrel (arm64): ARHT_0.1.0.tgz, r-release (x86_64): ARHT_0.1.0.tgz, r-oldrel (x86_64): ARHT_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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