Factor-Adjusted Robust Multiple Testing
Overview
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.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 8includes a package overview page
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 63%
Downloads
Dependencies
Code & Tests
People & History
Previously maintained by Koushiki Bose (1.0.0 to 1.0.3).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-12-25issues were not addressed in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 2.2.02020-09-07 · diff ↗
- 2.1.02020-04-28 · diff ↗ ·
removed 3 exports
farm.cov, farm.fdr, farm.meanadded 3 exports
huber.cov, huber.mean, huber.reg - RR 4.0.0 released · 2020-04-24
- 2.0.1
- 2.0.02020-01-13 · diff ↗ ·
removed 2 exports
farm.FDR, farm.screeadded 2 exports
farm.fdr, pattern:^[[:alpha:]]+ - RR 3.6.0 released · 2019-04-26
- 1.0.32018-05-29 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.0.2
Package metadata
- First published
- 2017-10-24
- Total releases
- 8 / 9 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.6.0
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("FarmTest")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.