Package: FarmTest
Type: Package
Title: Factor-Adjusted Robust Multiple Testing
Version: 2.2.0
Date: 2020-09-06
Authors@R: c(person("Xiaoou", "Pan", email = "xip024@ucsd.edu", role = c("aut", "cre")), 
             person("Yuan", "Ke", email = "yuan.ke@uga.edu", role = "aut"),
             person("Wen-Xin", "Zhou", email = "wez243@ucsd.edu", role = "aut"))
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.
Depends: R (>= 3.6.0)
License: GPL-3
Encoding: UTF-8
URL: https://github.com/XiaoouPan/FarmTest
SystemRequirements: C++11
Imports: Rcpp, graphics
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
NeedsCompilation: yes
Packaged: 2020-09-07 01:29:51 UTC; xopan
Author: Xiaoou Pan [aut, cre],
  Yuan Ke [aut],
  Wen-Xin Zhou [aut]
Maintainer: Xiaoou Pan <xip024@ucsd.edu>
Repository: CRAN
Date/Publication: 2020-09-07 05:00:03 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-21 06:06:52 UTC; windows
Archs: i386, x64
