Package: FarmTest 2.2.0
Xiaoou Pan
FarmTest: Factor-Adjusted Robust Multiple Testing
Performs robust multiple testing for means in the presence of known and unknown latent factors presented in Fan et al.(2019) "FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control" <doi:10.1080/01621459.2018.1527700>. Implements a series of adaptive Huber methods combined with fast data-drive tuning schemes proposed in Ke et al.(2019) "User-Friendly Covariance Estimation for Heavy-Tailed Distributions" <doi:10.1214/19-STS711> to estimate model parameters and construct test statistics that are robust against heavy-tailed and/or asymmetric error distributions. Extensions to two-sample simultaneous mean comparison problems are also included. As by-products, this package contains functions that compute adaptive Huber mean, covariance and regression estimators that are of independent interest.
Authors:
FarmTest_2.2.0.tar.gz
FarmTest_2.2.0.tar.gz(r-4.5-noble)FarmTest_2.2.0.tar.gz(r-4.4-noble)
FarmTest_2.2.0.tgz(r-4.4-emscripten)FarmTest_2.2.0.tgz(r-4.3-emscripten)
FarmTest.pdf |FarmTest.html✨
FarmTest/json (API)
| # Install 'FarmTest' in R: |
| install.packages('FarmTest', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/xiaooupan/farmtest/issues
Last updated 4 years agofrom:97f447680a. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 12 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 12 2024 |
Exports:farm.testhuber.covhuber.meanhuber.reg
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| FarmTest: Factor-Adjusted Robust Multiple Testing | FarmTest-package |
| Factor-adjusted robust multiple testing | farm.test |
| Tuning-free Huber-type covariance estimation | huber.cov |
| Tuning-free Huber mean estimation | huber.mean |
| Tuning-free Huber regression | huber.reg |
| Plot function of FarmTest | plot.farm.test |
| Print function of FarmTest | print.farm.test |
| Summary function of FarmTest | summary.farm.test |
