Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/test_by_block.R
This function generate multivariate normal test statistics by block wise.
1 | test_by_block(r, eVec, groupSize, Sigma)
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r |
Integer, number of the test groups |
eVec |
A numeric vector of the means |
groupSize |
Integer, number of test statistics per group |
Sigma |
A numeric matrix correlations |
Generating a large number of tests statistics from the multivariate normal distribution is computionally very expensive. Therefore, it is someitme convenient to genrate parts of tests and then concatenate all the tests to obtian the desired number of the tests statistics. This is called block wise generation of the test statistics.
test
A numeric vector of multivariate test statistics
Mohamad S. Hasan, shakilmohamad7@gmail.com
1 2 3 4 5 6 7 8 | # mean vector
eVec = runif(1000, 0, 2.5)
# correaltion matrix
Sigma <- matrix(.9, 50, 50) + diag(50)*(1 - .1)
# test statistics
testsStat = test_by_block(r = 1, eVec, groupSize = 50, Sigma)
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