CLX.Covtest: Cai, Liu, and Xia test for equality of two mean vectors

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/highD2popfunctions.R

Description

Performs the test from Cai, Liu, and Xia (2013) for the equality of two population covariance matrices.

Usage

1

Arguments

X

the n by p data matrix for sample one.

Y

the m by p data matrix for sample two.

Value

TSvalue

the value of the test statistic.

pvalue

the p-value for the test statistic.

Author(s)

Karl Gregory [email protected], http://www.stat.tamu.edu/~kbgregory.

References

T. Tony Cai, Weidong Liu, and Yin Xia. 2013 “Two-sample covariance matrix testing and support recovery in high-dimensional and sparse settings” Journal of The American Statistical Association. 108, 265–277

See Also

CLX.sim.Covtest

Examples

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## Not run: 
	
data(chr1qseg)
	
	impute <- function(x) 	
	{ 	
		x[which(is.na(x))] <- mean(x,na.rm=TRUE)
		return(x)
	}
	
	X <- apply(chr1qseg$X,2,impute)
	Y <- apply(chr1qseg$Y,2,impute)
	
	CLX.test.equalcov(X,Y)
	
	
## End(Not run)

highD2pop documentation built on May 29, 2017, 6:09 p.m.