Description Usage Arguments Details Value Note References See Also Examples

Calculates p-value of the test for testing equality of two-sample high-dimensional mean vectors proposed by Srivastava and Du (1996) based on permutation.

1 | ```
epval_Sri2008(sam1, sam2, n.iter = 1000, seeds)
``` |

`sam1` |
an n1 by p matrix from sample population 1. Each row represents a |

`sam2` |
an n2 by p matrix from sample population 2. Each row represents a |

`n.iter` |
a numeric integer indicating the number of permutation iterations. The default is 1,000. |

`seeds` |
a vector of seeds for each permutation or parametric bootstrap resampling iteration; this is optional. |

See the details in `apval_Sri2008`

.

A list including the following elements:

`sam.info` |
the basic information about the two groups of samples, including the samples sizes and dimension. |

`cov.assumption` |
this output reminds users that the two sample populations have a common covariance matrix. |

`method` |
this output reminds users that the p-values are obtained using permutation. |

`pval` |
the p-value of the test proposed by Srivastava and Du (2008). |

The permutation technique assumes that the distributions of the two sample populations are the same under the null hypothesis.

Srivastava MS and Du M (2008). "A test for the mean vector with fewer observations than the dimension." *Journal of Multivariate Analysis*, **99**(3), 386–402.

1 2 3 4 5 6 7 8 9 10 11 12 | ```
#library(MASS)
#set.seed(1234)
#n1 <- n2 <- 50
#p <- 200
#mu1 <- rep(0, p)
#mu2 <- mu1
#mu2[1:10] <- 0.2
#true.cov <- 0.4^(abs(outer(1:p, 1:p, "-"))) # AR1 covariance
#sam1 <- mvrnorm(n = n1, mu = mu1, Sigma = true.cov)
#sam2 <- mvrnorm(n = n2, mu = mu2, Sigma = true.cov)
# increase n.iter to reduce Monte Carlo error.
#epval_Sri2008(sam1, sam2, n.iter = 10)
``` |

```
Loading required package: mvtnorm
```

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