Package: SHT 0.1.8

Kisung You

SHT: Statistical Hypothesis Testing Toolbox

We provide a collection of statistical hypothesis testing procedures ranging from classical to modern methods for non-trivial settings such as high-dimensional scenario. For the general treatment of statistical hypothesis testing, see the book by Lehmann and Romano (2005) <doi:10.1007/0-387-27605-X>.

Authors:Kyoungjae Lee [aut], Lizhen Lin [aut], Kisung You [aut, cre]

SHT_0.1.8.tar.gz
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SHT_0.1.8.tgz(r-4.4-emscripten)SHT_0.1.8.tgz(r-4.3-emscripten)
SHT.pdf |SHT.html✨
SHT/json (API)
NEWS

# Install 'SHT' in R:
install.packages('SHT', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/kisungyou/sht/issues

Pkgdown site:https://kisungyou.com

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

openblascppopenmp

2.65 score 1 packages 50 scripts 298 downloads 3 mentions 56 exports 18 dependencies

Last updated 2 years agofrom:fb198668d0. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 30 2024
R-4.5-linux-x86_64NOTEDec 30 2024

Exports:cov1.2012Fishercov1.2015WLcov2.2012LCcov2.2013CLXcov2.2015WLcov2.mxPBFcovk.2001Schottcovk.2007Schotteqdist.2014BGmean1.1931Hotellingmean1.1958Dempstermean1.1996BSmean1.2008SDmean1.ttestmean2.1931Hotellingmean2.1958Dempstermean2.1965Yaomean2.1980Johansenmean2.1986NVMmean2.1996BSmean2.2004KYmean2.2008SDmean2.2011LJWmean2.2014CLXmean2.2014Thulinmean2.mxPBFmean2.ttestmeank.2007Schottmeank.2009ZXmeank.2019CPHmeank.anovamvar1.1998ASmvar1.LRTmvar2.1930PNmvar2.1976PLmvar2.1982Muirheadmvar2.2012ZXCmvar2.LRTnorm.1965SWnorm.1972SFnorm.1980JBnorm.1996AJBnorm.2008RJBsim1.2017Liusim1.LRTsim2.2018HNsimplex.uniformunif.2017YMiunif.2017YMqusek1dusekndvar1.chisqvar2.Fvark.1937Bartlettvark.1960Levenevark.1974BF

Dependencies:clicpp11flareglueigraphlatticelifecyclemagrittrMASSMatrixpkgconfigpracmarbibutilsRcppRcppArmadilloRdpackrlangvctrs

Readme and manuals

Help Manual

Help pageTopics
One-sample Test for Covariance Matrix by Fisher (2012)cov1.2012Fisher
One-sample Test for Covariance Matrix by Wu and Li (2015)cov1.2015WL
Two-sample Test for High-Dimensional Covariances by Li and Chen (2012)cov2.2012LC
Two-sample Test for Covariance Matrices by Cai, Liu, and Xia (2013)cov2.2013CLX
Two-sample Test for Covariance Matrices by Wu and Li (2015)cov2.2015WL
Test for Homogeneity of Covariances by Schott (2001)covk.2001Schott
Test for Homogeneity of Covariances by Schott (2007)covk.2007Schott
Test for Equality of Two Distributions by Biswas and Ghosh (2014)eqdist.2014BG
One-sample Hotelling's T-squared Test for Multivariate Meanmean1.1931Hotelling
One-sample Test for Mean Vector by Dempster (1958, 1960)mean1.1958Dempster
One-sample Test for Mean Vector by Bai and Saranadasa (1996)mean1.1996BS
One-sample Test for Mean Vector by Srivastava and Du (2008)mean1.2008SD
One-sample Student's t-test for Univariate Meanmean1.ttest
Two-sample Hotelling's T-squared Test for Multivariate Meansmean2.1931Hotelling
Two-sample Test for High-Dimensional Means by Dempster (1958, 1960)mean2.1958Dempster
Two-sample Test for Multivariate Means by Yao (1965)mean2.1965Yao
Two-sample Test for Multivariate Means by Johansen (1980)mean2.1980Johansen
Two-sample Test for Multivariate Means by Nel and Van der Merwe (1986)mean2.1986NVM
Two-sample Test for High-Dimensional Means by Bai and Saranadasa (1996)mean2.1996BS
Two-sample Test for Multivariate Means by Krishnamoorthy and Yu (2004)mean2.2004KY
Two-sample Test for High-Dimensional Means by Srivastava and Du (2008)mean2.2008SD
Two-sample Test for Multivariate Means by Lopes, Jacob, and Wainwright (2011)mean2.2011LJW
Two-sample Test for High-Dimensional Means by Cai, Liu, and Xia (2014)mean2.2014CLX
Two-sample Test for Multivariate Means by Thulin (2014)mean2.2014Thulin
Two-sample Mean Test with Maximum Pairwise Bayes Factormean2.mxPBF
Two-sample Student's t-test for Univariate Meansmean2.ttest
Test for Equality of Means by Schott (2007)meank.2007Schott
Test for Equality of Means by Zhang and Xu (2009)meank.2009ZX
Test for Equality of Means by Cao, Park, and He (2019)meank.2019CPH
Analysis of Variance for Equality of Meansmeank.anova
One-sample Simultaneous Test of Mean and Variance by Arnold and Shavelle (1998)mvar1.1998AS
One-sample Simultaneous Likelihood Ratio Test of Mean and Variancemvar1.LRT
Two-sample Simultaneous Test of Mean and Variance by Pearson and Neyman (1930)mvar2.1930PN
Two-sample Simultaneous Test of Mean and Variance by Perng and Littell (1976)mvar2.1976PL
Two-sample Simultaneous Test of Mean and Variance by Muirhead Approximation (1982)mvar2.1982Muirhead
Two-sample Simultaneous Test of Mean and Variance by Zhang, Xu, and Chen (2012)mvar2.2012ZXC
Two-sample Simultaneous Likelihood Ratio Test of Mean and Variancemvar2.LRT
Univariate Test of Normality by Shapiro and Wilk (1965)norm.1965SW
Univariate Test of Normality by Shapiro and Francia (1972)norm.1972SF
Univariate Test of Normality by Jarque and Bera (1980)norm.1980JB
Adjusted Jarque-Bera Test of Univariate Normality by Urzua (1996)norm.1996AJB
Robust Jarque-Bera Test of Univariate Normality by Gel and Gastwirth (2008)norm.2008RJB
One-sample Simultaneous Test of Mean and Covariance by Liu et al. (2017)sim1.2017Liu
One-sample Simultaneous Likelihood Ratio Test of Mean and Covariancesim1.LRT
Two-sample Simultaneous Test of Means and Covariances by Hyodo and Nishiyama (2018)sim2.2018HN
Probability Simplex : Tests of Uniformitysimplex.uniform
Multivariate Test of Uniformity based on Interpoint Distances by Yang and Modarres (2017)unif.2017YMi
Multivariate Test of Uniformity based on Normal Quantiles by Yang and Modarres (2017)unif.2017YMq
Apply k-sample tests for two univariate samplesusek1d
Apply k-sample tests for two multivariate samplesuseknd
One-Sample Chi-Square Test for Variancevar1.chisq
Two-Sample F-Test for Variancevar2.F
Bartlett's Test for Homogeneity of Variancevark.1937Bartlett
Levene's Test for Homogeneity of Variancevark.1960Levene
Brown-Forsythe Test for Homogeneity of Variancevark.1974BF