CQ2: CQ-test for two sample means

In HDtest: High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

Description

Testing the equality of two high dimensional mean vectors using the testing procedure by Chen and Qin (2010)

Usage

CQ2(X, Y, DNAME)

Arguments

X	The n x p data matrix from the sample 1
Y	The n x p data matrix from the sample 2.
DNAME	Default input.

Details

Implementing testing procedure proposed by Chen and Qin (2010) to test the equality of two sample high dimensional mean vectors under the assumption of sparsity of signals.

Value

res Value of testing statistic, alternative hypothesis, and the name of testing procedure.

Author(s)

Tong He

References

S. Chen and Y. Qin (2010). A two-sample test for high-dimensional data with applications to gene-set testing. Ann. Statist. 38, 808-835

HDtest documentation built on May 2, 2019, 11:53 a.m.