Description Usage Arguments Value Author(s) Examples
Testing the equality of two sample mean vectors in high dimension using different methods.
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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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