CLX.sim.Covtest: Cai, Liu, and Xia equal means test simulator

In highD2pop: Two-Sample Tests for Equality of Means in High Dimension

Description

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).

Usage

CLX.sim.Covtest(DATA)

Arguments

DATA	an object returned by build2popData.

Value

A data frame with columns

TSvalues	values of the test statistic.
pvalues	the p values.

Author(s)

Karl Gregory [e-mail], http://www.stat.tamu.edu/~kbgregory.

References

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.

See Also

CLX.Covtest

Examples

	
## 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)

highD2pop documentation built on May 2, 2019, 5:11 a.m.