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

View source: R/highD2popfunctions.R

Performs the test in Cai, Liu, and Xia (2014) for testing equality of two mean vectors on multiple data sets generated by `build2popData`

, performing on each data set the test for equal covariance matrices found in Cai, Liu, and Xia (2013).

1 | ```
CLX.sim.Covtest(DATA)
``` |

`DATA` |
an object returned by |

A data frame with columns

`TSvalues` |
values of the test statistic. |

`pvalues` |
the p values. |

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

Cai, T., Liu, W. and Xia, Y. (2013). Two-sample covariance matrix testing and support recovery.
*Journal of the American Statistical Association* **108**, 265277.

Cai, T. T., Liu, W. and Xia, Y. (2014). Two-sample test of high dimensional means under dependence.
*J. R. Statist. Soc. B.*

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | ```
## Not run:
DATA <-build2popData(
n = 15,
m = 20,
p = 500,
muX = rep(0,500),
muY = rep(0,500),
commoncov = FALSE,
VarScaleY = 1,
dep = "ARMA",
ARMAparms = list(coefs=list(ma=c(.2,.3) , ar=c(.4,-.1))),
LRparm = .75,
S = 25,
innov = function(n,...) rnorm(n,0,1),
heteroscedastic=TRUE,
het.diag = diag(.1 + rexp(500,1/2))
)
CLX.sim.Covtest(DATA)
## End(Not run)
``` |

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