Learn R Programming

HDtest (version 2.1)

CLX: CLX-test for two sample means

Description

Testing the equality of two high dimensional mean vectors using the testing procedure by Cai, Liu and Xia (2014).

Usage

CLX(X, Y, alpha, DNAME)

Arguments

X

The n x p data matrix from the sample 1

Y

The n x p data matrix from the sample 2.

alpha

The prescribed level of significance

DNAME

Default input.

Value

Value of testing statistic, p-value, alternative hypothesis, and the name of testing procedure.

Details

Implementing testing procedure proposed by Cai, Liu, and Xia (2014) to test the equality of two sample high dimensional mean vectors under the assumption of sparsity of signals.

References

T. Cai, W. Liu, and Y. Xia (2014). Two-sample test of high dimensional means under dependence. J. R. Statist. Soc. B. 76, 349--372