| Name : R-FarmTest
| |
| Version : 2.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 3.31
| Date : 2024-09-12 10:41:00
|
| Group : Development/Libraries/Other
| Source RPM : R-FarmTest-2.2.0-3.31.src.rpm
|
| Size : 0.40 MB
| |
| Packager : (none)
| |
| Summary : Factor-Adjusted Robust Multiple Testing
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
