"function_pillai2.R" contains all functions needed for implementation. The proposed methods include testing procedures, one-step stabilized estimators, and confidence intervals for the maximal root-Pillai trace as well as for the maximal Pillai trace. For comparison, some other methods such as the Higher Criticism and (adjusted) MANOVA F-tests.

"Example.R" contains a simulation example (Model A2 in the paper), which includes the model parameter set-up, data generating process, and an illustration of all methods.