R/TwoSampleTest.HD-package.r

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

#' Package ‘TwoSampleTest.HD’
#'
#' Documentation for package ‘TwoSampleTest.HD’ version 1.0
#' @aliases TwoSampleTest.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 hypotheses
#' 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 contribute to this
#' significance. The standarized version of each test statistic and its p-value are computed among other
#' things.
#'
#'
#' @details
#' \itemize{
#' \item{Package: ‘TwoSampleTest.HD’}
#' \item{Version: 1.0}
#' \item{Maintainer: Marta Cousido Rocha \email{martacousido@@uvigo.es}}
#' \item{License: GPL-2}
#' }
#'
#' @return
#' \itemize{
#' \item{‘TwoSampleTest.HD’}
#' }
#'
#' @author
#' \itemize{
#' \item{Cousido Rocha, Marta.}
#' \item{Soage González, José Carlos.}
#' \item{de Uña-Álvarez, Jacobo.}
#' \item{D. Hart, Jeffrey.}
#' }
#'
#' @section Acknowledgements:
#'
#' This work has received financial support of the Call 2015 Grants for PhD contracts
#' for training of doctors of the Ministry of Economy and Competitiveness,
#' co-financed by the European Social Fund (Ref. BES-2015-074958).
#' The authors acknowledge support from  MTM2014-55966-P project,
#' Ministry of Economy and Competitiveness, and MTM2017-89422-P project,
#' Ministry of Economy, Industry and Competitiveness, State Research Agency,
#' and Regional Development Fund, UE. The authors also acknowledge the financial
#' support provided by the SiDOR research group through the grant Competitive Reference Group,
#' 2016-2019 (ED431C 2016/040), funded by the ``Consellería de Cultura,
#' Educación e Ordenación Universitaria. Xunta de Galicia''.
#'
#' @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"
#> [1] "_PACKAGE"