FarmTest: Factor Adjusted Robust Multiple Testing

Performs robust multiple testing for means in the presence of known and unknown latent factors (Fan et al., 2019). It implements a series of adaptive Huber methods combined with fast data-drive tuning schemes (Ke et al., 2019) 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 also contains functions that compute adaptive Huber mean and covariance matrix estimators that are of independent interest.

Version: 2.0.1
Depends: R (≥ 3.6.0)
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-02-27
Author: Xiaoou Pan [aut, cre], Yuan Ke [aut], Wen-Xin Zhou [aut]
Maintainer: Xiaoou Pan <xip024 at ucsd.edu>
License: GPL-3
URL: https://github.com/XiaoouPan/FarmTest
NeedsCompilation: yes
SystemRequirements: C++11
Materials: README
CRAN checks: FarmTest results

Downloads:

Reference manual: FarmTest.pdf
Package source: FarmTest_2.0.1.tar.gz
Windows binaries: r-prerelease: FarmTest_2.0.1.zip, r-release: FarmTest_2.0.1.zip, r-oldrel: FarmTest_1.0.3.zip
macOS binaries: r-prerelease: FarmTest_2.0.1.tgz, r-release: FarmTest_2.0.1.tgz, r-oldrel: FarmTest_1.0.3.tgz
Old sources: FarmTest archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=FarmTest to link to this page.