FarmTest
2.2.0Factor-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.
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Documentation
- Examples that run
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- Documented parameters
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- Return-value docs
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- References docs
- 63%
Downloads
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Code & Tests
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- 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 ↗
- RR 4.0.0 released · 2020-04-24
- 2.0.12020-02-27 · diff ↗
- 2.0.02020-01-13 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.0.32018-05-29 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.0.22018-03-14 · diff ↗
Show 3 earlier events
- 1.0.12017-11-26 · diff ↗
- 1.0.02017-10-24
- RR 3.4.0 released · 2017-04-21
Package metadata
- Total releases
- 8
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.6.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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