Factor Adjusted Robust Multiple Testing


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Documentation for package ‘FarmTest’ version 1.0.3

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FarmTest-package FarmTest: Factor Adjusted Robust Multiple Testing
farm.cov Covariance estimation with Huber's loss function
farm.FDR Control FDR given a list of pvalues
farm.mean Mean estimation with Huber's loss function
farm.scree Diagnostic plots and quantities arising from estimating the number of underlying factors
farm.test Main function performing factor-adjusted robust test for means
FarmTest FarmTest: Factor Adjusted Robust Multiple Testing
plot.farm.scree Diagnostic plots from factor-finding
print.farm.scree Summarize and print the results of the eignevalue ratio test
print.farm.test Summarize and print the results of the multiple testing