HDtest (2.1)

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.

Maintainer: Wen Zhou
Author(s): Meng Cao, Tong He, Wen Zhou

License: Apache License (== 2.0)

Uses: checkmate, clime, doParallel, expm, fastclime, foreach, MASS, mvtnorm

Released 4 months ago.