R/Equaldis.TStest.HDpackage.r

In sidoruvigo/Equaldis.TStest.HD: A Two-Sample Test for the Equality of Distributions for High-Dimensional Data

#' Package ‘Equaldis.TStest.HD’
#'
#' Documentation for package ‘Equaldis.TStest.HD’ version 1.0
#' @aliases Equaldis.TStest.HDpackage
#' @title A two-sample test for the equality of distributions for high-dimensional data
#'
#' @description This package implements four different tests proposed in Cousido-Rocha et al. (2018). These methods
#' test the (global) null hypothesis of equality of the univariate marginals of the p-variate distributions in
#' the two populations. In other words, the null hypothesis is an intersection of the p null hypothesis
#' corresponding to p different two-sample problems. These methods are particularly well suited to the low
#' sample size, high dimensional setting (n << p). The sample size can be as small as 2. The test accounts
#' for the possibility that the p variables in each data set can be weakly dependent. Three of the methods
#' arise from different approaches to estimate the variance of the same statistic. This statistic averages p
#' individual statistics based on comparing the empirical characteristic functions computed from the two
#' samples. The last method is an alternative global test whose statistic averages the p-values derived from
#' applying permutation tests to the individual statistics mentioned above. When the global null hypothesis
#' is rejected such permutation p-values can also be used to identify which variables have been contributed
#' to this significance. The standarized version of each test statistic and its p-value are computed among
#' other things.
#'
#'
#' @details
#' \itemize{
#' \item{Package: ‘Equaldis.TStest.HD’}
#' \item{Version: 1.0}
#' \item{Maintainer: Marta Cousido Rocha \email{martacousido@@uvigo.es}}
#' \item{License: GPL-2}
#' }
#'
#' @return
#' \itemize{
#' \item{‘Equaldis.TStest.HD’}
#' }
#'
#' @author
#' \itemize{
#' \item{Cousido Rocha, Marta.}
#' \item{Soage González, José Carlos.}
#' \item{de Uña-Álvarez, Jacobo.}
#' \item{D. Hart, Jeffrey.}
#' }
#'
#' @references Cousido-Rocha, M., de Uña-Álvarez J., and Hart, J. (2018). A two-sample test for the equality of distributions for high-dimensional data. Preprint.
#'
#'
"_PACKAGE"
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