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HDNRA: High-Dimensional Location Testing with Normal-Reference Approaches

Provides inverse-free high-dimensional location tests for two-sample and general linear hypothesis testing (GLHT) problems under equal or unequal covariance structures. The package implements classical normal-approximation procedures, scale-invariant procedures, normal-reference procedures based on covariance-matched Gaussian companions, and F-type normal-reference calibrations for heteroscedastic Behrens-Fisher and GLHT settings. Implemented two-sample normal-approximation and scale-invariant procedures include Bai and Saranadasa (1996) <https://www.jstor.org/stable/24306018>, Chen and Qin (2010) <doi:10.1214/09-aos716>, Srivastava and Du (2008) <doi:10.1016/j.jmva.2006.11.002>, and Srivastava et al. (2013) <doi:10.1016/j.jmva.2012.08.014>. Implemented two-sample normal-reference procedures include Zhang, Guo, Zhou and Cheng (2020) <doi:10.1080/01621459.2019.1604366>, Zhang, Zhou, Guo and Zhu (2021) <doi:10.1016/j.jspi.2020.11.008>, Zhang, Zhu and Zhang (2020) <doi:10.1016/j.ecosta.2019.12.002>, Zhang, Zhu and Zhang (2023) <doi:10.1080/02664763.2020.1834516>, Zhang and Zhu (2022) <doi:10.1080/10485252.2021.2015768>, Zhang and Zhu (2022) <doi:10.1007/s42519-021-00232-w>, and Zhu, Wang and Zhang (2023) <doi:10.1007/s00180-023-01433-6>. Implemented GLHT normal-approximation procedures include Fujikoshi et al. (2004) <doi:10.14490/jjss.34.19>, Srivastava and Fujikoshi (2006) <doi:10.1016/j.jmva.2005.08.010>, Yamada and Srivastava (2012) <doi:10.1080/03610926.2011.581786>, Schott (2007) <doi:10.1016/j.jmva.2006.11.007>, and Zhou, Guo and Zhang (2017) <doi:10.1016/j.jspi.2017.03.005>. Implemented GLHT normal-reference procedures include Zhang, Guo and Zhou (2017) <doi:10.1016/j.jmva.2017.01.002>, Zhang, Zhou and Guo (2022) <doi:10.1016/j.jmva.2021.104816>, Zhu, Zhang and Zhang (2022) <doi:10.5705/ss.202020.0362>, Zhu and Zhang (2022) <doi:10.1007/s00180-021-01110-6>, Zhang and Zhu (2022) <doi:10.1016/j.csda.2021.107385>, and Cao et al. (2024) <doi:10.1007/s00362-024-01530-8>. The package also includes the random-integration normal-approximation GLHT procedure of Li et al. (2025) <doi:10.1007/s00362-024-01624-3>. A package-level overview is given in Wang, Zhu and Zhang (2026) <doi:10.1016/j.csda.2025.108269>.

Version: 2.1.0
Depends: R (≥ 4.0.0)
Imports: expm, Rcpp, Rdpack, readr, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: devtools, dplyr, knitr, rmarkdown, spelling, testthat (≥ 3.0.0), tidyr
Published: 2026-04-29
DOI: 10.32614/CRAN.package.HDNRA
Author: Pengfei Wang [aut, cre], Shuqi Luo [aut], Tianming Zhu [aut], Bu Zhou [aut]
Maintainer: Pengfei Wang <nie23.wp8738 at e.ntu.edu.sg>
BugReports: https://github.com/nie23wp8738/HDNRA/issues
License: GPL (≥ 3)
URL: https://github.com/nie23wp8738/HDNRA, https://nie23wp8738.github.io/HDNRA/
NeedsCompilation: yes
SystemRequirements: OpenMP
Language: en-US
Materials: README, NEWS
CRAN checks: HDNRA results

Documentation:

Reference manual: HDNRA.html , HDNRA.pdf

Downloads:

Package source: HDNRA_2.1.0.tar.gz
Windows binaries: r-devel: HDNRA_2.1.0.zip, r-release: HDNRA_2.1.0.zip, r-oldrel: HDNRA_2.1.0.zip
macOS binaries: r-release (arm64): HDNRA_2.1.0.tgz, r-oldrel (arm64): HDNRA_2.1.0.tgz, r-release (x86_64): HDNRA_2.1.0.tgz, r-oldrel (x86_64): HDNRA_2.1.0.tgz
Old sources: HDNRA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HDNRA to link to this page.

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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