prepr_test: Multivariate pre-pivoting root test statistic

In dnayyala/prepr: Mean vector testing using pre-pivoting roots

Description

Performs the pre-pivoting root based test for high dimensional data to compare the mean vectors of two populations.

Usage

    prepr.test(x, y, alpha)

Arguments

x	A matrix of size n times p containing samples from the first group as rows
y	A matrix of size m times p containing samples from the second group as rows
alpha	Significance level for rejection of the hypothesis (default value is 0.05)

Value

statistic	The test statistic value based on the pre-pivoting test
pvalue	The maximum p-value of the test statistic across the p variables
decision	The decision to reject or fail to reject the null hypothesis at the provided significance level alpha

See Also

prepivot.

Examples

## generate random data
X <- matrix(rnorm(n = 2000, mean = 0, sd = 1), nrow = 20, ncol = 100)
Y <- matrix(rnorm(n = 1000, mean = 3, sd = 2), nrow = 20, ncol = 100)

# evaluate the function
prepr.test(X, Y, alpha = 0.05)

dnayyala/prepr documentation built on March 28, 2020, 7:15 p.m.