Man pages for lingxuez/sLED
A Sparse Leading Eigenvalue Driven (sLED) Test for High-dimensional Matrices

BinarySearchSearch soft threshold
Cai.max.testTwo-sample covariance test (Cai et al. 2013)
Cai.MmatrixThe standardized statistics for (cov(Y)-cov(X))^2
Cai.theta.sigmaEstimation of cov(X) and its variance
Chang.maxBoot.testTwo-sample covariance test (Chang et al. 2016)
Chang.wildBootstrapWild bootstrap
getDiffMatrixThe differential matrix
getPermutePvalPermutation p-value
l2nL2 norm for vector
LC.AvalueU-statistic of tr(cov(X)^2)
LC.CvalueU-statistic of tr(cov(X)cov(Y)).
LC.U.testTwo-sample covariance test (Li and Chen 2012)
oneBootstrapStatOne repetition in wild bootstrap
onePermuteStatTest statistic in one permutation
oneProjF-statistic in one random projection
permuteIndexPermute indices
Schott.Frob.testTwo-sample covariance test (Schott 2007)
sLEDThe sparse leading eigenvalue driven (sLED) test
sLEDOnePermuteOne permutation of sLED
sLEDpermutesLED permutation
sLEDTestStatTest statistic of sLED
softSoft threshold
solvePMDSolving symmetric Penalized Matrix Decomposition
symmPMDSymmetric Penalized Matrix Decomposition.
trTrace of a matrix
WL.randProj.testTwo-sample covariance test (Wu and Li 2015)
lingxuez/sLED documentation built on Oct. 6, 2017, 12:14 a.m.