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PEtests

PEtests - R package

The package implements several two-sample power-enhanced mean tests, covariance tests, and simultaneous tests on mean vectors and covariance matrices for high-dimensional data.

References:

Yu, X., Li, D., and Xue, L. (2022). Fisher’s combined probability test for high-dimensional covariance matrices. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2126781

Yu, X., Li, D., Xue, L., and Li, R. (2022). Power-enhanced simultaneous test of high-dimensional mean vectors and covariance matrices with application to gene-set testing. Journal of the American Statistical Association, (in press):1–14. DOI: 10.1080/01621459.2022.2061354

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Version

Install

install.packages('PEtests')

Monthly Downloads

123

Version

0.1.0

License

GPL (>= 3)

Maintainer

Xiufan Yu

Last Published

May 22nd, 2023

Functions in PEtests (0.1.0)

simultest.pe.chisq

Two-sample PE simultaneous test using chi-squared approximation

meantest.pe.fisher

Two-sample PE mean test for high-dimensional data via Fisher's combination

Two-sample simultaneous tests on high-dimensional mean vectors and covariance matrices

simultest.cauchy

Two-sample simultaneous test using Cauchy combination

meantest.pe.cauchy

Two-sample PE mean test for high-dimensional data via Cauchy combination

simultest.pe.fisher

Two-sample PE simultaneous test using Fisher's combination

simultest.fisher

Two-sample simultaneous test using Fisher's combination

meantest.pe.comp

Two-sample PE mean test for high-dimensional data via PE component

simultest.pe.cauchy

Two-sample PE simultaneous test using Cauchy combination

simultest.chisq

Two-sample simultaneous test using chi-squared approximation

PEtests-package

Power-Enhanced (PE) Tests for High-Dimensional Data

Two-sample high-dimensional covariance test (Cai, Liu and Xia, 2013)

Two-sample high-dimensional mean test (Cai, Liu and Xia, 2014)

covtest.pe.comp

Two-sample PE covariance test for high-dimensional data via PE component

Two-sample covariance tests for high-dimensional data

covtest.pe.cauchy

Two-sample PE covariance test for high-dimensional data via Cauchy combination

Two-sample mean tests for high-dimensional data

Two-sample high-dimensional covariance test (Li and Chen, 2012)

Two-sample high-dimensional mean test (Chen and Qin, 2010)

covtest.pe.fisher

Two-sample PE covariance test for high-dimensional data via Fisher's combination