acg_loglik              Angular central Gaussian log-likelihood
bai_saranadasa_two_sample_test
                        Original Bai-Saranadasa two-sample mean test
basic_shape             BASIC bias-adjusted spatial-sign shape
                        estimator
basics_shape            BASICS shrinkage plus bias-adjusted shape
                        estimator
bickel_levina_covariance_threshold
                        Bickel-Levina hard-thresholded covariance
                        estimator
book_gaussian_alpha_cauchy_test
                        Book Gaussian alpha Cauchy benchmark
cai_liu_adaptive_covariance_threshold
                        Cai-Liu adaptive covariance thresholding
cai_liu_xia_two_sample_test
                        Cai-Liu-Xia precision-adjusted two-sample
                        maximum test
cca_bartlett_test       Bartlett likelihood-ratio approximation for
                        canonical correlations
chen_qin_two_sample_test
                        Chen-Qin two-sample high-dimensional mean test
chen_song_feng_rank_white_noise_test
                        Chen-Song-Feng rank-based max white-noise test
chen_zhang_zhong_covariance_test
                        Chen-Zhang-Zhong high-dimensional covariance
                        test
cheng_sscm_equality_test
                        Cheng-Liu-Peng-Zhang-Zheng two-sample SSCM test
chime_clustering        CHIME clustering for a two-component Gaussian
                        mixture
classical_cca           Classical canonical correlation analysis
classical_cusum_test    Classical CUSUM change-point test
classical_lda_classifier
                        Classical plug-in linear discriminant
                        classifier
classical_pca           Classical principal component analysis with
                        explicit covariance convention
classical_qda_classifier
                        Classical plug-in quadratic discriminant
                        classifier
classical_spatial_tests
                        Classical spatial sign and rank location tests
clime_precision         Gaussian CLIME sparse precision estimator
composite_t2_two_sample_test
                        Feng-Zou-Wang-Zhu Composite T-squared
                        two-sample test
conditional_alpha_sieve_design
                        Construct a conditional-alpha sieve design from
                        a supplied basis
conditional_alpha_sieve_fit
                        Fit the restricted conditional-alpha sieve
                        regression
conditional_factor_wald_test
                        Fixed-dimensional conditional-factor Wald
                        benchmark
dsda_classifier         Direct sparse discriminant analysis
ec2_covariance          EC2 sparse covariance estimation with an
                        eigenvalue constraint
elliptical_factor_number
                        Select the number of spikes in an elliptical
                        factor model
elliptical_factor_precision
                        Sparse precision estimation for an elliptical
                        factor fit
elliptical_oracle_classifier
                        Exact oracle classifier for two elliptical
                        populations
elliptical_regularized_hotelling_cauchy_test
                        Elliptical regularized Hotelling test with
                        Cauchy aggregation
elliptical_regularized_hotelling_test
                        Elliptical regularized Hotelling fixed-ridge
                        test
erht_change_point_test
                        Elliptical regularized Hotelling change-point
                        scan
erht_wbs                Wild binary segmentation with the ERHT local
                        score
fair_classifier         Features annealed independence rule (FAIR)
fantope_pca             Fantope projection and selection sparse PCA
feng_jiang_liu_xiong_panel_independence_test
                        Feng-Jiang-Liu-Xiong max-sum panel-independence
                        test
feng_lan_liu_ma_alpha_max_test
                        Feng-Lan-Liu-Ma high-dimensional maximum alpha
                        test
feng_liu_ma_white_noise_test
                        Feng-Liu-Ma high-dimensional white-noise test
feng_liu_rank_sphericity_test
                        Feng-Liu spatial-rank sphericity tests
feng_spatial_rank_proportionality_test
                        Feng-Zhang-Liu spatial-rank proportionality
                        test
feng_sun_one_sample_test
                        Feng-Sun scalar-invariant one-sample
                        spatial-sign test
feng_wang_pdq_two_sample_test
                        Feng-Wang pairwise-difference-quantile
                        spatial-sign test
feng_zhang_liu_spatial_rank_test
                        Feng-Zhang-Liu high-dimensional two-sample
                        spatial-rank test
feng_zou_wang_two_sample_sign_test
                        Feng-Zou-Wang two-sample multivariate-sign test
feng_zou_wang_zhu_two_sample_test
                        Feng-Zou-Wang-Zhu scale-invariant
                        Behrens-Fisher test
fisher_sun_gallagher_sphericity_test
                        Fisher-Sun-Gallagher fourth-to-second trace
                        sphericity test
gaussian_alpha_combination_test
                        Feng-Lan-Liu-Ma adaptive Gaussian alpha test
gaussian_covariance_lrt
                        Classical Gaussian likelihood-ratio test for a
                        covariance matrix
gaussian_graphical_lasso
                        Gaussian graphical lasso with an off-diagonal
                        penalty
gaussian_lda_oracle     Oracle Gaussian linear discriminant classifier
gaussian_mixture_em     Full-covariance Gaussian-mixture EM
gaussian_qda_oracle     Oracle Gaussian quadratic discriminant
                        classifier
gaussian_wilks_independence_test
                        Gaussian Wilks block-independence test
generalized_sign_pca    Generalized spatial-sign principal component
                        analysis
generic_weighted_hr_location
                        Generic weighted Hettmansperger-Randles
                        location estimator
gqda_classifier         Generalized quadratic discriminant analysis for
                        elliptical populations
grs_alpha_test          Gibbons-Ross-Shanken exact alpha test
hallin_paindaveine_shape_test
                        Hallin-Paindaveine signed-rank test for
                        elliptical shape
hd_classifier_fit       Construct a classifier from a scoring function
high_dimensional_hr     High-dimensional Hettmansperger-Randles
                        estimation
hotelling_tests         Classical Hotelling location tests
hr_estimator            Hettmansperger-Randles affine-equivariant
                        location and shape
hr_gqda                 High-dimensional HR generalized quadratic
                        discriminant analysis
if_pca                  Influential features PCA clustering
independence_classifier
                        Diagonal-covariance independence classifier
inst_one_sample_test    Feng-Liu-Ma one-sample inverse norm sign test
jiang_da_qda            Jiang-Wang-Leng direct sparse QDA
john_sphericity_test    John's classical trace test of Gaussian
                        sphericity
k_spatial_median        K-spatial-median clustering
kendall_factor_number   Robust factor-number selection from
                        multivariate Kendall eigenvalues
kendall_pca             Multivariate-Kendall principal component
                        analysis
li_chen_covariance_test
                        Li-Chen two-sample high-dimensional covariance
                        equality test
li_shao_sparse_qda      Li-Shao thresholded sparse QDA
li_wang_zou_two_sample_sign_test
                        Li-Wang-Zou simpler spatial-sign-based
                        two-sample test
linear_pool_covariance
                        Linear or convex pooling of covariance matrices
liu_feng_ma_spatial_sign_alpha_test
                        Liu-Feng-Ma robust spatial-sign sum alpha test
lloyd_kmeans            Lloyd's deterministic K-means algorithm
lpd_classifier          Linear programming discriminant classifier
ma_feng_wang_bao_conditional_alpha_test
                        Ma-Feng-Wang-Bao conditional maximum and
                        adaptive alpha test
ma_lan_su_tsai_conditional_alpha_sum_test
                        Ma-Lan-Su-Tsai conditional high-dimensional
                        alpha sum test
mauchly_sphericity_test
                        Mauchly-Box likelihood-ratio test of Gaussian
                        sphericity
nagao_identity_test     Nagao's classical Gaussian identity-covariance
                        test
normalize_shape         Normalize a shape matrix
ollila_raninen_shrinkage_covariance
                        Ollila-Raninen elliptical shrinkage covariance
                        estimator
oracle_weighted_sign_sum_test
                        Oracle generic weighted-sign sum statistic
park_ayyala_one_sample_test
                        Park-Ayyala one-sample high-dimensional mean
                        test
pesaran_cd_test         Pesaran CD test for cross-sectional
                        independence
pesaran_yamagata_alpha_test
                        Pesaran-Yamagata large-N sum alpha test
pmd_sparse_cca          Penalized-matrix-decomposition sparse CCA
pmd_sparse_pca          Penalized-matrix-decomposition sparse PCA
poet_covariance         POET covariance estimator with a supplied
                        factor count
poet_tme                One-step Tyler POET estimator for an elliptical
                        factor model
predict.hd_classifier_fit
                        Predict from a Chapter 5 classifier
predict.semc_fit        Predict from a semiparametric elliptical
                        mixture fit
regularized_spatial_sign_covariance
                        Regularized spatial-sign covariance (RSSCM)
relliptical             Simulate an elliptically symmetric sample
robust_factor_subspace
                        Robust principal subspace for an elliptical
                        factor model
robust_gqda             Generalized QDA from certified robust class
                        fits
rothman_levina_zhu_covariance_threshold
                        Rothman-Levina-Zhu generalized covariance
                        thresholding
rspherical              Simulate a spherically symmetric sample
rts_factor              Robust two-step factor estimator based on
                        multivariate Kendall's tau
scaled_spatial_median   Scaled spatial median with diagonal HR
                        standardisation
sdar_qda                Sparse discriminant analysis with quadratic
                        interactions
semc_fit                Semiparametric elliptical mixture clustering
semc_select_k_gap       Select the SEMC cluster count by Gap-LSE
shao_threshold_lda      Shao-Wang-Deng-Wang thresholded sparse LDA
sign_whitened_sparse_cca
                        Book sign-whitened sparse CCA variant
sm_sscm                 Spatial-median clustering with a common SSCM
                        metric
sparse_k_spatial_median
                        Sparse K-spatial-median clustering
sparse_kmeans           Sparse K-means with ordered-pair BCSS weights
sparse_kmeans_select_s
                        Select the sparse K-means L1 bound by
                        permutation Gap calibration
sparse_kmedian          Coordinatewise sparse K-median clustering
sparse_plugin_lda       Sparse matrix plug-in LDA classifier
sparse_plugin_qda       Certified sparse plug-in QDA
sparse_sm_select_k      Select K for Sparse-SM by the BWDM rule
sparse_sm_select_tau    Select the Sparse-SM threshold by the
                        permutation Gap criterion
sparse_spatial_sign_pca
                        Sparse spatial-sign principal component
                        analysis
spatial_kendall         Multivariate spatial Kendall matrix
spatial_median          Spatial median
spatial_rank            Empirical spatial ranks
spatial_rank_covariance
                        Spatial rank covariance matrix
spatial_sign            Spatial signs
spatial_sign_change_point_test
                        Spatial-sign max-Linf, max-L2, and adaptive
                        change-point test
spatial_sign_max_test   Spatial-sign max test for a high-dimensional
                        location
spatial_sign_maxsum_test
                        Spatial-sign max-sum test for a
                        high-dimensional location
spatial_sign_pca        Spatial-sign principal component analysis
spatial_sign_poet       Spatial-sign POET estimator for an elliptical
                        factor model
spatial_sign_precision
                        Robust spatial-sign SCLIME and SGLASSO
                        precision estimation
spatial_sign_precision_lda
                        Spatial-sign precision plug-in LDA
spatial_sign_sphericity_test
                        Spatial-sign sphericity test
srivastava_du_one_sample_test
                        Srivastava-Du one-sample high-dimensional mean
                        test
srivastava_katayama_kano_two_sample_test
                        Srivastava-Katayama-Kano two-sample mean test
sscca                   Primary spatial-sign sparse canonical
                        correlation analysis
sscm                    Spatial sign covariance matrix
sslda                   Spatial-sign direct sparse linear discriminant
                        analysis
ssqda                   Spatial-sign sparse quadratic discriminant
                        analysis
tensor_spatial_sign_precision
                        Sparse tensor-elliptical precision matrices
                        from tensor spatial signs
threshold_spatial_sign_precision
                        Threshold a spatial-sign precision estimate
threshold_tensor_spatial_sign_precision
                        Threshold fitted tensor spatial-sign precision
                        matrices
tinst_two_sample_test   Huang-Liu-Zhou-Feng two-sample inverse norm
                        sign test
truncated_power_pca     Truncated-power sparse principal components
tyler_shape             Tyler's shape estimator
wang_feng_dms_test      Wang-Feng double-max-sum change-point test
wang_liu_feng_ma_serial_panel_test
                        Wang-Liu-Feng-Ma serial-panel Fisher
                        independence test
wang_liu_feng_vector_independence_test
                        Wang-Liu-Feng rank max-sum test for vector
                        independence
wang_liu_feng_vector_u_independence_test
                        Wang-Liu-Feng degenerate rank-U
                        vector-independence test
wang_peng_li_one_sample_test
                        Wang-Peng-Li one-sample high-dimensional
                        spatial-sign test
wang_xu_approx_randomization_test
                        Wang-Xu approximate randomization test
wang_yao_corrected_john_test
                        Wang-Yao corrected John's test of sphericity
wang_yao_corrected_lrt
                        Wang-Yao corrected likelihood-ratio test of
                        sphericity
wang_zhao_feng_wang_mutual_fund_fdr
                        Robust mutual-fund selection with SS-BH or
                        FSS-BH
weighted_scaled_spatial_median
                        Weighted scaled spatial median and diagonal HR
                        scale
weighted_spatial_sign_alpha_oracle_test
                        Oracle weighted spatial-sign alpha statistic
white_noise_portmanteau_test
                        Classical Box-Pierce or Ljung-Box white-noise
                        test
xu_lin_wei_pan_aspu_test
                        Xu-Lin-Wei-Pan analytical adaptive
                        sum-of-powers test
yan_zhao_feng_weighted_max_test
                        Yan-Zhao-Feng weighted max test
yan_zhao_feng_weighted_maxsum_test
                        Yan-Zhao-Feng weighted max-sum test
zhang_feng_radial_directional_test
                        Zhang-Feng radial-directional test of an
                        elliptical model
zhang_feng_rank_tests   Zhang-Feng adaptive marginal-rank location
                        tests
zhang_zhou_guo_tests    Zhang-Zhou-Guo normal-reference mean tests
zhang_zhu_zhang_two_sample_test
                        Zhang-Zhu-Zhang normal-reference
                        scale-invariant two-sample test
zhao_chen_wang_spatial_sign_white_noise_test
                        Zhao-Chen-Wang spatial-sign white-noise test
zhao_chen_zi_inst_alpha_test
                        Zhao-Chen-Zi inverse-norm sign alpha test
zhao_conditional_spatial_sign_sum_test
                        Zhao robust spatial-sign sum test for
                        conditional alpha
zhao_feng_strongcorr_sign_test
                        Zhao-Feng strong-correlation spatial-sign
                        wild-bootstrap test
zhao_feng_wang_wang_robust_alpha_test
                        Zhao-Feng-Wang-Wang robust maximum and adaptive
                        alpha test
zhao_wang_conditional_spatial_sign_test
                        Zhao-Wang robust conditional maximum and
                        adaptive alpha test
zhao_yang_zhang_feng_wang_adaptive_sphericity_test
                        Adaptive dense-sparse elliptical sphericity
                        test
zhao_yang_zhang_feng_wang_sign_max_test
                        Zhao-Yang-Zhang-Feng-Wang spatial-sign max
                        sphericity test
zou_peng_feng_wang_sphericity_test
                        Zou-Peng-Feng-Wang spatial-sign sphericity test
