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 |
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH | Year |
---|---|
Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity. Zbl 1405.62162 Chang, Jinyuan; Zheng, Chao; Zhou, Wen-Xin; Zhou, Wen |
2017
|
all
top 5
Cited by 62 Authors
all
top 5