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HDtest

swMATH ID: 20381
Software Authors: Cao, Meng; He, Tong; Zhou, Wen
Description: R package 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.
Homepage: https://cran.r-project.org/web/packages/HDtest/index.html
Source Code:  https://github.com/cran/HDtest
Dependencies: R
Related Software: glasso; R; CRAN; Bioconductor; gcrma; shapes; Genefilter; ACAT; nethet; DNA; HdBCS; PANTHER; RUVseq; EDAseq; DEseq; LAS; discordant; DGCA; TSA; quantilogram
Cited in: 23 Documents

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