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

View source: R/highD2popfunctions.R

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

.

1 | ```
GCT.sim(DATA, r, smoother = "parzen", ntoorderminus = 2)
``` |

`DATA` |
an object returned by |

`r` |
the lag window size for variance estimation. |

`smoother` |
the lag window used in the variance estimation. Possible values are |

`ntoorderminus` |
a value of |

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. |

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

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

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | ```
## 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.

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