ECFsup (version 0.1-2)

RcppArmadillo-Functions: Set of functions in ECPsup package

Description

Tests for equal covariance functions problem, implemented in C++.

Usage

rcpparma_L2stat(V, sample_num, k, p, n);
rcpparma_fKSCovL2(data, sample_num, k, p, n, Nsim);
rcpparma_maxstat(V, sample_num, k, p, n);
rcpparma_fKSCovsup(data, sample_num, k, p, n, Nsim);

Arguments

V

centered data matrix

data

data matrix

sample_num

sample sizes vector

k

number of groups

p

number of time points

n

total number of samples

Nsim

number of pseudo samples by resampling

Value

rcpparma_L2stat returns a numeric value computed as the test statistic of L2-norm test.

rcpparma_fKSCovL2 returns a double computed as the p-value of the L2-norm based test.

rcpparma_maxstat returns a numeric value computed as the test statistic of sup-norm test. rcpparma_fKSCovsup returns a double computed as the p-value of the sup-norm based test.

Details

These are cpp versions of the tests for the ECF problem.

References

ZHANG (2013), GUO et al. (2016), PAPARODITIS and SAPATINAS (2016), GUO et al. (2017).

Examples

  vn <- c(20,30,30); k <- length(vn); n <- sum(vn);
  p <- 100; Nsim <- 500;
  datamx <- matrix(rnorm(p*n),p,n,Nsim);
  rcpparma_fKSCovL2(datamx,vn,k,p,n,Nsim);
  rcpparma_fKSCovsup(datamx,vn,k,p,n,Nsim);