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HDtest  

High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("HDtest", "2.1")



Attach the package and use:
library("HDtest")
Maintained by
Wen Zhou
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-12-30
Latest Update:
Description:
High dimensional testing procedures on mean, covariance and white noises.
How to cite:
Wen Zhou (2016). HDtest: High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series. R package version 2.1, https://cran.r-project.org/web/packages/HDtest. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1 (2016-12-30 10:12), 2.1 (2018-09-13 19:00)
Other packages that cited HDtest R package
View HDtest citation profile
Other R packages that HDtest depends, imports, suggests or enhances
Functions, R codes and Examples using the HDtest R package
Some associated functions: CLX . CQ2 . GO26 . GO54 . equalCovs . oneMean . testCov . testMean . twoMeans . wntest . 
Some associated R codes: CLX.R . CQ2.R . HDtest_data.R . LCtest.R . aeS.R . autocovm.R . cv_fastclime.R . need.R . oneMean.R . opbw.R . segment.R . sgTs_thre.R . testCov.R . testMean.R . thresh.R . twoMeans.R . wntest.R .  Full HDtest package functions and examples
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