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ARHT
View on CRAN: Click
here
Download and install ARHT package within the R console
Install from CRAN:
install.packages("ARHT")
Install from Github:
library("remotes")
install_github("cran/ARHT")
Install by package version:
library("remotes")
install_version("ARHT", "0.1.0")
Attach the package and use:
library("ARHT")
Maintained by
Haoran Li
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-27
Latest Update: 2018-03-27
Description:
Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by
Li et al., (2016) . 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) ).
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.
How to cite:
Haoran Li (2018). ARHT: Adaptable Regularized Hotelling's T^2 Test for High-Dimensional Data. R package version 0.1.0, https://cran.r-project.org/web/packages/ARHT. Accessed 06 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited ARHT R package
View ARHT citation profile
Other R packages that ARHT depends,
imports, suggests or enhances
Complete documentation for ARHT
Functions, R codes and Examples using
the ARHT R package
Some associated functions: ARHT . eigen_proj_1samp . eigen_proj_2samp . moments_PSD . r3chisq .
Some associated R codes: ARHT.R . eigen_proj_1samp.R . eigen_proj_2samp.R . moments_PSD.R . r3chisq.R . Full ARHT package functions and examples
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