Package: ARHT
Type: Package
Title: Adaptable Regularized Hotelling's T^2 Test for High-Dimensional
        Data
Version: 0.1.0
Authors@R: person("Haoran", "Li", email = "hrli@ucdavis.edu", role = c("aut", "cre"))
Description: Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by
    Li et al., (2016) <arXiv:1609.08725>. 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) <doi:10.1111/j.1467-842X.2010.00590.x>).
    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. 
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: R (>= 2.10)
Imports: stats
RoxygenNote: 6.0.1
Suggests: testthat
NeedsCompilation: no
Packaged: 2018-03-24 22:22:32 UTC; HaoranLi
Author: Haoran Li [aut, cre]
Maintainer: Haoran Li <hrli@ucdavis.edu>
Repository: CRAN
Date/Publication: 2018-03-27 15:47:55 UTC
Built: R 4.3.3; ; 2025-01-24 04:02:00 UTC; unix
