CRAN

ARHT 0.1.0

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

Released Mar 27, 2018 by Haoran Li

This package can be loaded by Renjin but 1 out 3 tests failed.

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

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>ARHT</artifactId>
    <version>0.1.0-b4</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:ARHT')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 1, 2018.

Source

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Release History

0.1.0