README.md

In PEtests: Power-Enhanced (PE) Tests for High-Dimensional Data

PEtests

PEtests - R package

The package implements several two-sample power-enhanced mean tests, covariance tests, and simultaneous tests on mean vectors and covariance matrices for high-dimensional data.

References:

Yu, X., Li, D., and Xue, L. (2022). Fisher’s combined probability test for high-dimensional covariance matrices. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2126781

Yu, X., Li, D., Xue, L., and Li, R. (2022). Power-enhanced simultaneous test of high-dimensional mean vectors and covariance matrices with application to gene-set testing. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2061354

PEtests documentation built on May 31, 2023, 5:16 p.m.