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

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

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 kgregory@mail.uni-mannheim.de, 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 2, 2019, 5:11 a.m.