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

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 when the population covariances matrices are assumed to be unequal.

Usage

CLX.sim.unequalcov(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.unequalcov

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.unequalcov(DATA)


## End(Not run)

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