Adaptable Regularized Hotelling's T^2 Test for High-Dimensional Data R package ARHT version 0.1.0 Perform the Adaptable Regularized Hotelling's T^2 test (ARHT) proposed by Li et al., (2016) <arXiv:1609.08725>. Both one-sample and two-sample mean test are available with various probabilistic alternative prior models. It contains a function to consistently estimate higher order moments of the population covariance spectral distribution using the spectral of the sample covariance matrix (Bai et al. (2010) <doi:10.1111/j.1467-842X.2010.00590.x>). In addition, it contains a function to sample from 3-variate chi-squared random vectors approximately with a given correlation matrix when the degrees of freedom are large. Software Depends: R (>= 2.10) Imports: stats Suggests: testthat Haoran Li <hrli@ucdavis.edu> Comprehensive R Archive Network (CRAN) Haoran Li [aut, cre] GPL (>= 2) 2018-03-27 application/tgz https://CRAN.R-project.org/package=ARHT doi:10.32614/CRAN.package.ARHT