Implements high-dimensional general linear hypothesis tests using
ridge, reciprocal cubic polynomial, and user-defined analytic spectral
regularizers. Provides prior-based shrinkage selection and Gaussian
maximum calibration for composite tests. Implements the methods of
Li, Aue and Paul (2020), "High-dimensional general linear hypothesis
tests via non-linear spectral shrinkage", Bernoulli, 26(4), 2541-2571