HDElliptical: High-Dimensional Methods for Elliptically Symmetric Distributions

Fast, documented implementations of robust estimation, testing, dimension reduction, classification, and clustering methods for high-dimensional elliptically symmetric data. Computational kernels use 'Rcpp' and 'RcppArmadillo'. The package follows methods reviewed in Feng (2026), "High-Dimensional Data Analysis for Elliptically Symmetric Distributions" <https://github.com/flnankai/HDElliptical/releases>.

Version:	0.1.2
Depends:	R (≥ 4.2.0)
Imports:	mvtnorm, Rcpp, stats
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-09-09
DOI:	10.32614/CRAN.package.HDElliptical
Author:	Long Feng [aut, cre, cph] (Copyright holder for the HDElliptical implementation), Dan Zhuang [ctb] (SEMC methodology and the external GEMcluster reference implementation used for validation; no GEMcluster source code is included)
Maintainer:	Long Feng <flnankai at nankai.edu.cn>
BugReports:	https://github.com/flnankai/HDElliptical/issues
License:	MIT + file LICENSE
Copyright:	see file COPYRIGHTS
URL:	https://github.com/flnankai/HDElliptical
NeedsCompilation:	yes
SystemRequirements:	C++17
Citation:	HDElliptical citation info
Materials:	README, NEWS
CRAN checks:	HDElliptical results [issues need fixing before 2026-10-03]

Documentation:

Reference manual:	HDElliptical.html , HDElliptical.pdf
Vignettes:	Chapter 1: Robust Directional Foundations (source, R code) Chapter 2: Location Tests (source, R code)

Downloads:

Package source:	HDElliptical_0.1.2.tar.gz
Windows binaries:	r-devel: HDElliptical_0.1.2.zip, r-release: not available, r-oldrel: HDElliptical_0.1.2.zip
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): HDElliptical_0.1.2.tgz, r-release (x86_64): HDElliptical_0.1.2.tgz, r-oldrel (x86_64): HDElliptical_0.1.2.tgz

Linking:

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