rcpparma_ECFsup: Set of functions in ECPsup package

Description Usage Arguments Details Value Author(s) References Examples

Description

Tests for equal covariance functions problem, implemented in C++.

Usage

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rcpparma_L2stat(V, sample_num, k, p, n);
rcpparma_fKSCovL2(data, sample_num, k, p, n, Nsim);
rcpparma_maxstat(V, sample_num, k, p, n);
rcpparma_fKSCovsup(data, sample_num, k, p, n, Nsim);

Arguments

V

centered data matrix

data

data matrix

sample_num

sample sizes vector

k

number of groups

p

number of time points

n

total number of samples

Nsim

number of pseudo samples by resampling

Details

These are cpp versions of the tests for the ECF problem.

Value

rcpparma_L2stat returns a numeric value computed as the test statistic of L2-norm test.

rcpparma_fKSCovL2 returns a double computed as the p-value of the L2-norm based test.

rcpparma_maxstat returns a numeric value computed as the test statistic of sup-norm test.

rcpparma_fKSCovsup returns a double computed as the p-value of the sup-norm based test.

Author(s)

Bu Zhou

References

ZHANG (2013), GUO et al. (2016), PAPARODITIS and SAPATINAS (2016), GUO et al. (2017).

Examples

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  vn <- c(20,30,30); k <- length(vn); n <- sum(vn);
  p <- 100; Nsim <- 500;
  datamx <- matrix(rnorm(p*n),p,n,Nsim);
  rcpparma_fKSCovL2(datamx,vn,k,p,n,Nsim);
  rcpparma_fKSCovsup(datamx,vn,k,p,n,Nsim);

ECFsup documentation built on May 2, 2019, 1:08 p.m.