ARHT

Description

Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) <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.

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Maintainer: ‘Haoran Li <hrli@ucdavis.edu>’

The Description field contains
  by Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Haoran Li <hrli@ucdavis.edu>’

The Description field contains
  by Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

'LazyData' is specified without a 'data' directory

'LazyData' is specified without a 'data' directory

'LazyData' is specified without a 'data' directory

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Maintainer: ‘Haoran Li <hrli@ucdavis.edu>’

The Description field contains
  by Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Haoran Li <hrli@ucdavis.edu>’

The Description field contains
  by Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

'LazyData' is specified without a 'data' directory

'LazyData' is specified without a 'data' directory

'LazyData' is specified without a 'data' directory

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