Description Usage Arguments Value Author(s) Examples

Testing the equality of two sample mean vectors in high dimension using different methods.

1 2 |

`X` |
the n x p training data matrix, could be a |

`Y` |
the n x p training data matrix, if presented the method will perform
a two-sample test of mean, one-sample test otherwise.
Could be a |

`method` |
a string incidating the method for the test. The current available
methods are |

`m` |
the number of repetition in the test |

`filter` |
a logical indicator of the filtering process |

`alpha` |
the significant level of the test. |

`SX` |
covariance matrix of X, if not presented it will be estimated from the input sample. |

`SY` |
covariance matrix of T, if not presented it will be estimated from the input sample. |

For method `HD`

, the function returns two `htest`

objects for
non-studentized and studentized test respectively.

For method `CLX`

and `CQ`

, the function returns an `htest`

object.

For method `ALL`

: A list of four `htest`

objects.

HD refers to arXiv:1406.1939 [math.ST]

Tong He

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HDtest documentation built on Sept. 22, 2018, 1:05 a.m.

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