Ridge-Regularized Largest Root Tests for General Linear Hypotheses


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Documentation for package ‘RidgeLRGLH’ version 0.1.0

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estimate_spectrum Estimate a Population Covariance Spectrum by Linear Programming
ridge_calibration Compute Tracy-Widom Centering and Scaling Constants
ridge_glht Test a General Linear Hypothesis in Multivariate Regression
ridge_root Ridge-Regularized Largest Root Test for Two Covariance Matrices