Vignettes and other documentation

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Requirements

This package requires the following installed on the system:
  1. CUDA capable GPU with compute capability >= 3.0.
  2. CUDA software, which includes the 'nvcc' (release >= 7.1) NVIDIA Cuda Compiler driver (available at http://www.nvidia.com/cuda).

Related material not included in the source files

The first part of this document gives an introduction to the test statistics implemented in the package. (Section 6 is outdated.)

This post illustrates the usage of the package by applying the Canova and Hansen test to the data set employed in the original paper and computing p-values based on the response surface regression approach.

The GPU parallel implementation of the bootstrapped HEGY test statistics is described in this document.