Package: ReguGLH 0.1.0
Haoran Li
ReguGLH: General Linear Hypothesis Tests via Spectral Shrinkage
Implements high-dimensional general linear hypothesis tests using ridge, reciprocal cubic polynomial, and user-defined analytic spectral regularizers. Provides prior-based shrinkage selection and Gaussian maximum calibration for composite tests. Implements the methods of Li, Aue and Paul (2020), "High-dimensional general linear hypothesis tests via non-linear spectral shrinkage", Bernoulli, 26(4), 2541-2571 <doi:10.3150/19-BEJ1186>.
Authors:
ReguGLH_0.1.0.tar.gz
ReguGLH_0.1.0.zip(r-4.7-any)ReguGLH_0.1.0.zip(r-4.6-any)
ReguGLH_0.1.0.tar.gz(r-4.7-any)ReguGLH_0.1.0.tar.gz(r-4.6-any)
ReguGLH_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ReguGLH/json (API)
| # Install 'ReguGLH' in R: |
| install.packages('ReguGLH', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:6931c866a5. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 99 | ||
| source / vignettes | OK | 133 | ||
| linux-release | OK | 101 | ||
| windows-devel | OK | 53 | ||
| windows-release | OK | 67 | ||
| wasm-release | OK | 74 |
Exports:cubic_gridglh_testshrinkage_moments
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| General Linear Hypothesis Tests via Spectral Shrinkage | ReguGLH-package ReguGLH |
| Generate a cubic coefficient search grid | cubic_grid |
| Spectral shrinkage general linear hypothesis test | glh_test |
| Estimate null moments and prior power numerators | shrinkage_moments |