FarmTest: Factor Adjusted Robust Multiple Testing

Performs robust multiple testing for means in the presence of known and unknown latent factors. It implements a series of adaptive Huber methods combined with fast data-drive tuning schemes to estimate model parameters and construct test statistics that are robust against heavy-tailed and/or asymetric 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: 2.0.0
Depends: R (≥ 3.6.0)
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-01-13
Author: Xiaoou Pan, Yuan Ke and Wen-Xin Zhou
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_2.0.0.tar.gz
Windows binaries: r-devel: FarmTest_2.0.0.zip, r-devel-gcc8: FarmTest_1.0.3.zip, r-release: FarmTest_2.0.0.zip, r-oldrel: FarmTest_1.0.3.zip
OS X binaries: r-release: FarmTest_2.0.0.tgz, r-oldrel: FarmTest_1.0.3.tgz
Old sources: FarmTest archive

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