highD2pop (version 1.0)

CLX.sim.equalcov: Cai, Liu, and Xia equal means test simulator under equal covariances

Description

Performs the test from Cai, Liu, and Xia (2014) for testing equality of two mean vectors on multiple data sets generated by build2popData when the population covariances matrices can be assumed equal.

Usage

CLX.sim.equalcov(DATA)

Arguments

DATA

an object returned by build2popData.

Value

TSvalues

values of the test statistic.

pvalues

the p values.

References

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

See Also

CLX.test.equalcov

Examples

	
## Not run: 
# 
# DATA <-build2popData(	
# 	n = 15,
# 	m = 20,
# 	p = 500,
# 	muX = rep(0,500),
# 	muY = rep(0,500),
# 	commoncov = FALSE,
# 	VarScaleY = 1,
# 	dep = "ARMA",
# 	ARMAparms = list(coefs=list(ma=c(.2,.3) , ar=c(.4,-.1))),
# 	LRparm = .75,
# 	S = 25,
# 	innov = function(n,...) rnorm(n,0,1),
# 	heteroscedastic=TRUE,
# 	het.diag = diag(.1 + rexp(500,1/2))
# 	)
# 	
# CLX.sim.equalcov(DATA)
# 
# ## End(Not run)