Man pages for lingxuez/sLED
A Sparse Leading Eigenvalue Driven (sLED) Test for High-dimensional Matrices
| BinarySearch | Search soft threshold |
| Cai.max.test | Two-sample covariance test (Cai et al. 2013) |
| Cai.Mmatrix | The standardized statistics for (cov(Y)-cov(X))^2 |
| Cai.theta.sigma | Estimation of cov(X) and its variance |
| Chang.maxBoot.test | Two-sample covariance test (Chang et al. 2016) |
| Chang.wildBootstrap | Wild bootstrap |
| getDiffMatrix | The differential matrix |
| getPermutePval | Permutation p-value |
| l2n | L2 norm for vector |
| LC.Avalue | U-statistic of tr(cov(X)^2) |
| LC.Cvalue | U-statistic of tr(cov(X)cov(Y)). |
| LC.U.test | Two-sample covariance test (Li and Chen 2012) |
| oneBootstrapStat | One repetition in wild bootstrap |
| onePermuteStat | Test statistic in one permutation |
| oneProj | F-statistic in one random projection |
| permuteIndex | Permute indices |
| Schott.Frob.test | Two-sample covariance test (Schott 2007) |
| sLED | The sparse leading eigenvalue driven (sLED) test |
| sLEDOnePermute | One permutation of sLED |
| sLEDpermute | sLED permutation |
| sLEDTestStat | Test statistic of sLED |
| soft | Soft threshold |
| solvePMD | Solving symmetric Penalized Matrix Decomposition |
| symmPMD | Symmetric Penalized Matrix Decomposition. |
| tr | Trace of a matrix |
| WL.randProj.test | Two-sample covariance test (Wu and Li 2015) |
