HDNRA

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.

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First published

2024-02-27

Total releases

4 / 2 yrs

License

GPL (>= 3) OSI

Download size

4.0 MB

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