GCT.sim: Generalized component test simulator

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

View source: R/highD2popfunctions.R

Description

Performs the generalized component test from Gregory et al. (2014) on multiple data sets generated by build2popData.

Usage

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GCT.sim(DATA, r, smoother = "parzen", ntoorderminus = 2)

Arguments

DATA

an object returned by build2popData which is a list of S data sets.

r

the lag window size for variance estimation.

smoother

the lag window used in the variance estimation. Possible values are "parzen" and "trapezoid".

ntoorderminus

a value of 0,1, or 2 such that the centering constant will retain terms of order n^(-ntoorderminus). Enter 0 for the moderate-p GCT, and enter 2 for the large-p GCT. A value of 1 may be entered to retain only terms which are O(1/n), appropriate for a size of p between moderate and large.

Value

A data frame with columns

TSvalues

the values of the unstudentized test statistic.

pvalues

the p-values.

smoothtype

the choice of the lag window used in variance estimation.

T

the values of the studentized test statistic.

cent

the values of the centering constant.

var

the values of the estimated variance of the test statistic.

Author(s)

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

References

Gregory, K., Carroll, R. J., Baladandayuthapani, V. and Lahiri, S. (2015). A two-sample test for equality of means in high dimension. Journal of the American Statistician, to appear

See Also

GCT.test

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))
	)	
	
GCT.sim(DATA,r=20,smoother="parzen")


## End(Not run)

highD2pop documentation built on May 29, 2017, 6:09 p.m.