MethylCapSig (version 1.0.1)

skktest: Srivastava-Katayama-Kano test statistic

Description

Calculates the two sample test statistic and p-value for the Srivastava-Katayama-Kano test.

Usage

skktest(X, Y)

Arguments

X

A matrix of dimension $n \times k$ whose rows represent the samples collected from $n$ individuals from the first group on $k$ variates.

Y

A matrix of dimension $m \times k$ whose rows correspond to samples collected from $m$ individuals from the second group on $k$ variates.

Default value is null. If not specified, the function performs a one-sample test using X.

Value

A $2 \times 1$ vector consisting of the test statistic and the p-value.

Details

The Srivastava-Katayama-Kano test statistic is used to test equality of mean vectors for two groups of multivariate observations, where the dimension is greater than the sample size. skktest takes matrices X and Y as arguments whose rows represent samples from two groups respectively. Depending on the values in X and Y, the function initially determines whether to perform a one sample test ($\sum_{i,j} X_{i,j}^2 = 0$ or $\sum_{i,j} Y_{i,j}^2 = 0$) or a two-sample test. The appropriate test statistic is then calculated and is returned along with the p-value which is calculated using right-tailed normal distribution.

References

Srivastava, M. S., Katayama, S. and Kano, Y. (2013) A two sample test in high dimensional data, Journal of Multivariate Analysis, 114, 349 -- 358.

Examples

data(diffMethylData)
skktest(diffMethylData$region1.x, diffMethylData$region1.y)
# skktest(diffMethylData$region2.x, diffMethylData$region2.y)