Package: FarmTest
Type: Package
Title: Factor Adjusted Robust Multiple Testing
Version: 2.0.0
Date: 2020-01-08
Author: Xiaoou Pan, Yuan Ke and Wen-Xin Zhou
Maintainer: Xiaoou Pan <xip024@ucsd.edu>
Description: 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.
Depends: R (>= 3.6.0)
License: GPL-3
Encoding: UTF-8
URL: https://github.com/XiaoouPan/FarmTest
SystemRequirements: C++11
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 6.1.1
NeedsCompilation: yes
Packaged: 2020-01-08 17:44:47 UTC; apple
Repository: CRAN
Date/Publication: 2020-01-13 19:20:14 UTC
