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

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

Description

Performs the test from Cai, Liu, and Xia (2014) for testing equality of two mean vectors on multiple data sets generated by build2popData when the population covariances matrices can be assumed equal.

Usage

CLX.sim.equalcov(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. T., Liu, W. & Xia, Y. (2014). Two-sample test of high dimensional means under dependence. J. R. Statist. Soc. B.

See Also

CLX.test.equalcov

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.equalcov(DATA)


## End(Not run)

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