Description Usage Arguments Value References Examples
An Adaptive Sum of Powered Correlation Test (aSPC) with dcor
1 | aSPC_dcor(df1, df2, pow = pow, B = B)
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df1, |
first matrix |
df2, |
second matrix |
pow, |
power integer candidates, default c(1:8, Inf) |
B, |
number of permutations to calculate a P-value |
the P-values of SPC and aSPC tests
Xu Z., Pan W. An adaptive and powerful test for two groups of variables with high dimension
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | library(mvtnorm)
sigma = diag(0.9, 10) + 0.1
n = 200 # sample size
Z = rmvnorm(n=n, mean=rep(0,10), sigma=sigma)
X = rmvnorm(n=n, mean=rep(0,25), sigma=diag(1, 25))
Y = rmvnorm(n=n, mean=rep(0,25), sigma=diag(1, 25))
X = as.data.frame(cbind(Z[,1:5], X))
Y = as.data.frame(cbind(Z[,6:10], Y))
dim(X)
dim(Y)
set.seed(123) # to ensure we can replicate the permutation P-value
B = 10
a = proc.time()
aSPC_dcor(X, Y, pow = c(1:8, Inf), B = 50)
proc.time() - a
a = proc.time()
aSPC(X, Y, pow = c(1:8, Inf), B = 50, method = "dcor_fast")
proc.time() - a
a = proc.time()
aSPC(X, Y, pow = c(1:8, Inf), B = 50, method = "dcor")
proc.time() - a
a = proc.time()
aSPC_dcor2(X, Y, pow = c(1:8, Inf), B = 2)
proc.time() - a
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