High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series


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Documentation for package ‘HDtest’ version 2.1

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CLX CLX-test for two sample means
CQ2 CQ-test for two sample means
equalCovs LC-test for equality of high dimensional covariances
GO26 GO26
GO54 GO54
oneMean CZZZ-test for one sample mean vector
testCov Testing the equality of two sample covariance matrices in high dimension.
testMean Testing the equality of two sample mean vectors in high dimension.
twoMeans CZZZ-test for two sample mean vectors
wntest Testing for multivariate or high dimensional white noise