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

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

View source: R/highD2popfunctions.R

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

1

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 [email protected], 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

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## 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 29, 2017, 6:09 p.m.