oneBootstrapStat: One repetition in wild bootstrap

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

Description

Helper function for Chang.wildBootstrap().

Usage

oneBootstrapStat(i, X.center, Y.center, n1, n2, sigma.x, sigma.y, Tdenominator)

Arguments

i	i-th bootstrap
X.center	n1 by p matrix, observation of the first population, columns are centered features
Y.center	n2 by p matrix, observation of the second population, columns are centered features
n1	number of rows of X.center
n2	number of rows of Y.center
sigma.x	p-by-p matrix, sample covariance of X, pre-calculated
sigma.y	p-by-p matrix, sample covariance of X, pre-calculated
Tdenominator	the denominator of the test statistics, pre-calculated

Value

The test statistic in this boostrap repetition.

See Also

Chang.maxBoot.test().

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