ARHT

Adaptable Regularized Hotelling's T^2 Test for High-Dimensional Data

CRAN Package

Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) doi:10.48550/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.


Documentation


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Insights

Last 30 days

This package has been downloaded 195 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 9 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,371 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 21 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Suggests1 package