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Tests general linear hypotheses in high-dimensional multivariate regression using a ridge-regularized largest root statistic. Estimates the population spectral distribution by linear programming and computes Tracy-Widom centering and scaling constants. Supports fixed, Bayesian, and minimax regularization choices. Implements the methods of Li (2025) <doi:10.48550/arXiv.2504.15510>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | lpSolve, RMTstat, stats |
| Published: | 2026-10-28 |
| DOI: | 10.32614/CRAN.package.RidgeLRGLH |
| Author: | Haoran Li [aut, cre] |
| Maintainer: | Haoran Li <hzl0152 at auburn.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Citation: | RidgeLRGLH citation info |
| Materials: | README, NEWS |
| CRAN checks: | RidgeLRGLH results |
| Reference manual: | RidgeLRGLH.html , RidgeLRGLH.pdf |
| Vignettes: |
RidgeLRGLH: Testing General Linear Hypotheses (source, R code) |
| Package source: | RidgeLRGLH_0.1.0.tar.gz |
| Windows binaries: | r-devel: RidgeLRGLH_0.1.0.zip, r-release: RidgeLRGLH_0.1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): RidgeLRGLH_0.1.0.tgz, r-oldrel (arm64): RidgeLRGLH_0.1.0.tgz, r-release (x86_64): RidgeLRGLH_0.1.0.tgz, r-oldrel (x86_64): RidgeLRGLH_0.1.0.tgz |
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