Cai.Mmatrix: The standardized statistics for (cov(Y)-cov(X))^2

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

Description

A helper function to calculate the M-matrix in Cai et al. (2013), equation (2)

Usage

Cai.Mmatrix(X, Y)

Arguments

X	n1-by-p matrix, observation of the first population, columns are features
Y	n2-by-p matrix, observation of the second population, columns are features

Value

A p-by-p numeric matrix, the estimation of (cov(Y)-cov(X))^2

See Also

Cai.max.test().

lingxuez/sLED documentation built on May 7, 2019, 2:55 a.m.