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FarmTest  

Factor-Adjusted Robust Multiple Testing
View on CRAN: Click here


Download and install FarmTest package within the R console
Install from CRAN:
install.packages("FarmTest")

Install from Github:
library("remotes")
install_github("cran/FarmTest")

Install by package version:
library("remotes")
install_version("FarmTest", "2.2.0")



Attach the package and use:
library("FarmTest")
Maintained by
Xiaoou Pan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-10-24
Latest Update: 2020-09-07
Description:
Performs robust multiple testing for means in the presence of known and unknown latent factors presented in Fan et al.(2019) "FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control" . Implements a series of adaptive Huber methods combined with fast data-drive tuning schemes proposed in Ke et al.(2019) "User-Friendly Covariance Estimation for Heavy-Tailed Distributions" to estimate model parameters and construct test statistics that are robust against heavy-tailed and/or asymmetric error distributions. Extensions to two-sample simultaneous mean comparison problems are also included. As by-products, this package contains functions that compute adaptive Huber mean, covariance and regression estimators that are of independent interest.
How to cite:
Xiaoou Pan (2017). FarmTest: Factor-Adjusted Robust Multiple Testing. R package version 2.2.0, https://cran.r-project.org/web/packages/FarmTest
Previous versions and publish date:
1.0.0 (2017-10-24 17:15), 1.0.1 (2017-11-26 20:25), 1.0.2 (2018-03-14 17:11), 1.0.3 (2018-05-29 15:19), 2.0.0 (2020-01-13 20:20), 2.0.1 (2020-02-28 00:00), 2.1.0 (2020-04-28 14:10)
Other packages that cited FarmTest R package
View FarmTest citation profile
Other R packages that FarmTest depends, imports, suggests or enhances
Functions, R codes and Examples using the FarmTest R package
Some associated functions: FarmTest-package . farm.test . huber.cov . huber.mean . huber.reg . plot.farm.test . print.farm.test . summary.farm.test . 
Some associated R codes: FarmTest-package.R . FarmTest.R . RcppExports.R . generateNs.R .  Full FarmTest package functions and examples
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