Nothing
epval_Cai2014 <- function(sam1, sam2, eq.cov = TRUE, n.iter = 1000, cov1.est, cov2.est, bandwidth1, bandwidth2, cv.fold = 5, norm = "F", seeds){
if(missing(seeds)){
seeds <- NULL
}else{
if(length(seeds) != n.iter){
seeds <- NULL
cat("The length of seeds does not match the specified n.iter.\n")
cat("Seeds for each permutation/resampling iteration are assigned randomly.\n")
}
}
if(eq.cov){
out <- epval_Cai2014_samecov(sam1, sam2, n.iter, seeds)
}else{
sam.cov1 <- cov(sam1)
sam.cov2 <- cov(sam2)
p <- dim(sam1)[2]
if(cv.fold != floor(cv.fold) | cv.fold <= 1) stop("cv.fold must be an integer greater than 1.")
if(missing(bandwidth1)) bandwidth1 <- seq(from = 0, to = p, by = floor(p/50))
if(missing(bandwidth2)) bandwidth2 <- seq(from = 0, to = p, by = floor(p/50))
if(any(bandwidth1 < 0)){
cat("Negative values specified in bandwidth1 are removed.\n")
bandwidth1 <- bandwidth1[bandwidth1 < 0]
}
if(any(bandwidth2 < 0)){
cat("Negative values specified in bandwidth2 are removed.\n")
bandwidth2 <- bandwidth2[bandwidth2 < 0]
}
if(any(bandwidth1 != floor(bandwidth1))){
cat("Non-integers specified in bandwidth1 are converted to their integer parts.")
bandwidth1 <- floor(bandwidth1)
}
if(any(bandwidth2 != floor(bandwidth2))){
cat("Non-integers specified in bandwidth2 are converted to their integer parts.")
bandwidth2 <- floor(bandwidth2)
}
if(missing(cov1.est)){
output.opt.bw1 <- TRUE
if(length(bandwidth1) > 1){
optim.bandwidth1 <- best.band(sam1, bandwidth1, cv.fold, norm)
}
if(length(bandwidth1) == 1){
optim.bandwidth1 <- bandwidth1
}
if(optim.bandwidth1 > 0){
cov1.est <- sam.cov1
cov1.est[abs(row(cov1.est) - col(cov1.est)) > optim.bandwidth1] <- 0
}
if(optim.bandwidth1 == 0){
cov1.est <- diag(diag(sam.cov1))
}
eigen1 <- eigen(cov1.est)
eigen1.vectors <- eigen1$vectors
eigen1.values <- eigen1$values
eigen1.values[eigen1.values <= 0] <- 0.001
cov1.est <- eigen1.vectors %*% diag(eigen1.values) %*% t(eigen1.vectors)
}else{
output.opt.bw1 <- FALSE
}
if(missing(cov2.est)){
output.opt.bw2 <- TRUE
if(length(bandwidth2) > 1){
optim.bandwidth2 <- best.band(sam2, bandwidth2, cv.fold, norm)
}
if(length(bandwidth2) == 1){
optim.bandwidth2 <- bandwidth2
}
if(optim.bandwidth2 > 0){
cov2.est <- sam.cov2
cov2.est[abs(row(cov2.est) - col(cov2.est)) > optim.bandwidth2] <- 0
}
if(optim.bandwidth2 == 0){
cov2.est <- diag(diag(sam.cov2))
}
eigen2 <- eigen(cov2.est)
eigen2.vectors <- eigen2$vectors
eigen2.values <- eigen2$values
eigen2.values[eigen2.values <= 0] <- 0.001
cov2.est <- eigen2.vectors %*% diag(eigen2.values) %*% t(eigen2.vectors)
}else{
output.opt.bw2 <- FALSE
}
out <- epval_Cai2014_diffcov(sam1, sam2, n.iter, sam.cov1, sam.cov2, cov1.est, cov2.est, cv.fold, norm, seeds, optim.bandwidth1, optim.bandwidth2, output.opt.bw1, output.opt.bw2)
}
return(out)
}
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