README.md

Welcome to the ongoing work of the R package hdmv

Set up

To install this github version type (in R):

if devtools is not installed yet:

install.packages("devtools")

library(devtools)

install_github("stat-cz/hdmv")

Description

hdmv function allows a high dimensional test for the one and two-sample mean vector(s) hypothesis problem, where the dimension p (number of variables) is large than the sample size n (number of individual).

Authors

Caizhu Huang (caizhu.huang@phd.unipd.it), Euloge Clovis Kenne Pagui (kenne@stat.unipd.it) and Xia Cui (cuixia@gzhu.edu.cn)

References

Cui X., Li R., Yang G. and Zhou W. (2020), Empirical likelihood test for a large-dimensional mean vector, Biometrika, 107(3), 591-607, https://doi.org/10.1093/biomet/asaa005

Huang C., Kenne Pagui E.C. and Cui X. (2022). Two-sample mean vector projection test in high-dimensional data. Submitted paper.



stat-cz/hdmv documentation built on April 10, 2022, 12:59 a.m.