R/el.test1.R

In mvhtests: Multivariate Hypothesis Tests

el.test1 <- function(x, mu, R = 1, ncores = 1, graph = FALSE) {

  runtime <- proc.time()
  res <- emplik::el.test(x, mu, maxit = 1000)
  runtime <- proc.time() - runtime

  if ( R <= 1 ) {
    res <- list(res = res, runtime = runtime)

  } else if (R > 1) {
    stat <- res$"-2LLR"
    tb <- numeric(R)
    n <- dim(x)[1]
    d <- dim(x)[2]
    m <- Rfast::colmeans(x)
    y <- x - rep( m - mu, rep(n, d) ) ## brings the data under the null hypothesis

    if (ncores == 1) {
      ## under the null hypothesis, i.e. mean vector equal to M
      runtime <- proc.time()
      for (i in 1:R) {
        b <- Rfast2::Sample.int(n, n, replace = TRUE)
        tb[i] <- emplik::el.test(y[b, ], mu, maxit = 1000)$"-2LLR"
      }
      runtime <- proc.time() - runtime

    } else {
      runtime <- proc.time()
      cl <- parallel::makePSOCKcluster(ncores)
      doParallel::registerDoParallel(cl) ## make the cluster
      tb <- foreach::foreach( i = 1:R, .combine = rbind, .packages = c("emplik", "Rfast2"),
        .export = c("el.test", "Sample.int") ) %dopar% {
         b <- Rfast2::Sample.int(n, n, replace = TRUE)
         ww <- emplik::el.test(y[b, ], mu, maxit = 1000)$"-2LLR"
     }
      parallel::stopCluster(cl) ## stop the cluster
      runtime <- proc.time() - runtime
    }
    pvalue <- ( sum(tb > stat) + 1 ) / (R + 1)
    res <- list(res = res, boot.pvalue = pvalue, runtime = runtime)
  }

  res
}