hotelhd: Two Sample Inference for High Dimensional Mean

In qpsy/hotelhd: High dimensional Hotelling's T2 test

Description

hotelhd is used to test two sample inference problem for high dimensional data.

Usage

hotelhd(X1, X2, method = c("H", "D", "BS", "CQ", "CLX", "Z", "M"),
  alpha = 0.05, control = hotelhd_control(), ...)

Arguments

X1,X2	matrix. n1(,n2) by p data matrix. Missing values (including NaN) will be omitted from the calculations. Data 'X1' and 'X2' only accept matrix as arguments to prevent confusion. All the methods implemented in this package assume continuous variables as inputs.
method	character. The method to be used. See 'Details'.
alpha	numeric. The type 1 error.
control	list. Control parameters returned by hotelhd_control. Users NEED to check the function hotelhd_control when applying maximum type tests (i.e., "CLX", "Z", "M").
...	additional arguments to be passed to flare::sugm. The function "sugm" estimates Gaussian precision matrix in high dimensions. Currently, 'clime' is applied. See the help of flare::sugm.

Details

H

Hotelling's T-squared test. Implemented for convenient comparisons with other methods. Users can find more sophisticated implementation of Hotelling's T-squared test in CRAN.

D

Dempster's (1958) non-exact test.

BS

Bai and Saranadasa's (1996) test.

CQ

Chen and Qin's (2010) test.

CLX

Cai, Liu and Xia's (2014) test.

Z

blockwise bootstrap. A new method considering time series. The paper for this method is under review.

M

generalized bootstrap. A new method combining sum-of-square and maximum type. The paper for this method is under review.

Value

Test results.

References

Bai, Zhidong D and Saranadasa, Hewa. (1996). Effect of high dimension: by an example of a two sample problem. Statistica Sinica, 6(2), 311-329.

Cai, T. Tony and Liu, Weidong and Xia, Yin. (2014). Two-sample test of high dimensional means under dependence. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 76(2), 349-372.

Chen, Song Xi and Qin, Ying-Li. (2010). A two-sample test for high-dimensional data with applications to gene-set testing. Annals of Statistics, 38(2), 808-835.

Dempster, A. P. (1958). A high dimensional two sample significance test. The Annals of Mathematical Statistics, 995-1010.

qpsy/hotelhd documentation built on May 26, 2019, 12:34 p.m.