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 |